The horizon effect of stock return predictability and model uncertainty on portfolio choice : UK evidence :: Guangjie Li :: Cardiff Business School 2009 :: OBNB, the Open British National Bibliography

Publication Data

Title The horizon effect of stock return predictability and model uncertainty on portfolio choice : UK evidence
Author Guangjie Li
Contributor Cardiff Business School
Publisher Cardiff Business School
Publication date 2009
Publication location Cardiff
Language English

Descriptive Notes

Title from PDF title page (viewed on 18 June, 2010).
"March 2009, updated August 2009."

Topics

Rate of return :: Econometric models
Risk-return relationships
Portfolio management
Bayesian statistical decision theory
Regression analysis :: Mathematical models

Catalogue Data

OBNB ID GBB074419
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 44 p.
P1042 Includes bibliographical references.

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The horizon effect of stock return predictability and model uncertainty on portfolio choice : UK evidence by Guangjie Li. Published by Cardiff Business School in 2009. Publication and catalogue information, links to buy online and reader comments.