Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model

✍ Scribed by Tom Engsted; Thomas Q. Pedersen

• Book ID: 116641835
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 334 KB
• Volume: 19
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/j.jempfin.2012.01.003