Investing for the Long Run when Returns Are Predictable-An Empirical Study of Taiwan
碩士 === 淡江大學 === 財務金融學系碩士班 === 95 === The study examine how the evidence of predictability in asset returns affects optimal portfolio choice for investors with long horizon . According to Bayesian, we estimate uncertainty about the true values of VAR(Vector Autoregression) model and decide optimal po...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/a63zt2 |