Título:

A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning about Return Predictability

Autores:

Michael Brandt (Duke U)
Amit Goyal (Emory U)
Pedro Santa Clara (UCLA)
Jonathan Stroud (U PA)

Revista:

Review of Financial Studies

Ano:

2005

Volume:

18

Páginas:

831-873

Código JEL:

G11 - Portfolio Choice; Investment Decisions