Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability

He, Wenfeng; Mei, Xiaoling; Zhong, Wei; Zhu, Huanjun

doi:10.1080/07350015.2024.2374971

Journal of Business & Economic Statistics

2024

DOI: 10.1080/07350015.2024.2374971

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Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability

Wenfeng He,

Xiaoling Mei,

Wei Zhong

et al.

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Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability

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References 28 publications

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