Dynamic Asset Allocation with Ambiguous Return Predictability

B-Tier
Journal: Review of Economic Dynamics
Year: 2014
Volume: 17
Issue: 4
Pages: 799-823

Authors (3)

Hui Chen (not in RePEc) Nengjiu Ju (Shanghai Jiao Tong University) Jianjun Miao (Zhejiang University)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Abstract

We study an investor's optimal consumption and portfolio choice problem when

Technical Details

RePEc Handle
repec:red:issued:12-77
Journal Field
Macro
Author Count
3
Added to Database
2026-01-25