Dynamic Portfolio Choice: A Simulation Approach

2001 ◽  
Author(s):  
Michael W. Brandt ◽  
Amit Goyal ◽  
Pedro Santa-Clara
Keyword(s):  
Portfolio Choice ◽  
Simulation Approach ◽  
Dynamic Portfolio ◽  
Dynamic Portfolio Choice

scholarly journals A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability

2005 ◽  
Vol 18 (3) ◽  
pp. 831-873 ◽  
Author(s):  
Michael W. Brandt ◽  
Amit Goyal ◽  
Pedro Santa-Clara ◽  
Jonathan R. Stroud
Keyword(s):  
Portfolio Choice ◽  
Return Predictability ◽  
Simulation Approach ◽  
Dynamic Portfolio ◽  
Dynamic Portfolio Choice

Dynamic Portfolio Choice with Stochastic Wage and Life Insurance

2015 ◽  
Vol 19 (4) ◽  
pp. 256-272 ◽  
Author(s):  
Xudong Zeng ◽  
Yuling Wang ◽  
James M. Carson
Keyword(s):  
Portfolio Choice ◽  
Life Insurance ◽  
Dynamic Portfolio ◽  
Dynamic Portfolio Choice
Sign in / Sign up

Export Citation Format

Share Document