Nonparametric portfolio estimation and asset allocation

This thesis comprises two essays that apply nonparametric methods to the estimation of portfolio allocations. In the first essay, I test the significance to investor welfare of (i) adding additional assets to the portfolio choice set and (ii) conditioning on predictor variables. I estimate uncondit...

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Bibliographic Details
Main Author: Douglass, Julian James
Format: Others
Language:English
Published: University of British Columbia 2009
Online Access:http://hdl.handle.net/2429/5414

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