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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Item Type: Article
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Keywords: Conditioning variables,Kernel smoothing,Model averaging,Portfolio choice,Utility function
Dates:
  • Published: 1 October 2016
  • Published (online): 1 June 2016
  • Accepted: 16 September 2015
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: 26 Nov 2024 00:30
Published Version: https://doi.org/10.1016/j.jeconom.2016.05.009
Status: Published
Refereed: Yes
Identification Number: 10.1016/j.jeconom.2016.05.009
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