Author:
Brandt Michael W.,Goyal Amit,Santa-Clara Pedro,Stroud Jonathan R.
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference73 articles.
1. Variable Selection for Portfolio Choice
2. Aït-Sahalia, Y. , and M. W. Brandt, 2003, “Portfolio and Consumption Choice with Option-Implied State Prices,” Working paper, Princeton University.
3. Economic implications of using a mean-VaR model for portfolio selection: A comparison with mean-variance analysis
4. Ang, A. , G. Bekaert, and J. Liu, 2002, “Why Stocks May Disappoint,” Working paper, Columbia University.
5. Transaction costs and predictability: some utility cost calculations
Cited by
237 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献