Journal of applied econometrics (Chichester, England), Vol.31(7), pp.1312-1332
Pettenuzzo, D., and Ravazzolo, F. (2016) Optimal Portfolio Choice Under Decision-Based Model Combinations. J. Appl. Econ., 31: 1312-1332. doi: 10.1002/jae.2502.
Optimal Portfolio Choice Under Decision-Based Model Combinations
Creators
Davide Pettenuzzo -
Department of Economics, Brandeis University, Sachar International Center, MA, Waltham, USA
Francesco Ravazzolo -
Norges Bank and Norwegian Business School, Norway, Oslo
Publication Details
Journal of applied econometrics (Chichester, England), Vol.31(7), pp.1312-1332
Publisher
Blackwell Publishing Ltd
Edition
Pettenuzzo, D., and Ravazzolo, F. (2016) Optimal Portfolio Choice Under Decision-Based Model Combinations. J. Appl. Econ., 31: 1312-1332. doi: 10.1002/jae.2502.
Number of pages
21
Identifiers
9924036964101921
Academic Unit
Department of Economics; Brandeis International Business School