Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables

Chen, Jia orcid.org/0000-0002-2791-2486, Li, Degui orcid.org/0000-0001-6802-308X, Linton, Oliver et al. (1 more author) (2016) Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables. Journal of Econometrics. pp. 309-318. ISSN 0304-4076

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Copyright, Publisher and Additional Information: This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy.
Dates:
  • Published: 1 October 2016
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
The University of York > Faculty of Sciences (York) > Mathematics (York)
Depositing User: Pure (York)
Date Deposited: 08 Mar 2017 17:00
Last Modified: 05 Jan 2020 03:31
Published Version: https://doi.org/10.1016/j.jeconom.2016.05.009
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.jeconom.2016.05.009

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