Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model
| Autor: | Engsted, Tom, Pedersen, Thomas Q. |
|---|---|
| Zdroj: | In Journal of Empirical Finance March 2012 19(2):241-253 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
| Autor: | Engsted, Tom, Pedersen, Thomas Q. |
|---|---|
| Zdroj: | In Journal of Empirical Finance March 2012 19(2):241-253 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect