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題名:Portfolio Selections with Innate Learning Ability
書刊名:International Journal of Business and Economics
作者:Lu, Jin-rayChan, Chih-mingLi, Wen-shen
出版日期:2011
卷期:10:3
頁次:頁201-217
主題關鍵詞:LearningAsset allocationCognition
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(1) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:1
  • 共同引用共同引用:0
  • 點閱點閱:13
期刊論文
1.Antoine, B.(2012)。Portfolio Selection with Estimation Risk: A Test-Based Approach。Journal of Financial Econometrics,10,164-197。  new window
2.Basak, S.、G. Chabakauri(2010)。Dynamic Mean-Variance Asset Allocation。Review of Financial Studies,23,2970-3016。  new window
3.Börgers, T.(1996)。On the Relevance of Learning and Evolution to Economic Theory。The Economic Journal,106,1374-1385。  new window
4.Brandt, M. W.、Goyal, A.、Santa, P.(2005)。A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning about Return Predictability。Review of Financial Studies,18(3),831-873。  new window
5.Branch, W. A.、Evans, G. W.(2010)。Asset Return Dynamics and Learning。Review of Financial Studies,23,1651-1680。  new window
6.Brennan, M. J.(1998)。The Role of Learning in Dynamic Portfolio Decisions。European Finance Review,1,295-306。  new window
7.Chellathurai, T.、Draviam, T.(2007)。Dynamic Portfolio Selection with Fixed and/or Proportional Transaction Costs Using Non-Singular Stochastic Optimal Control Theory。Journal of Economic Dynamics and Control,31,2168-2195。  new window
8.Cvitanić, J.、Lazrak, A.、Martellini, L.、Zapatero, F.(2006)。Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts’ Recommendations。Review of Financial Studies,19,1113-1156。  new window
9.Hens, T.、P. W(2007)。Strategic Asset Allocation and Market Timing: A Reinforcement Learning Approach。Computational Economics,29,369-381。  new window
10.Inada, K. I.(1963)。On a Two-Sector Model of Economic Growth: Comments and a Generalization。Review of Economic Studies,30(2),119-127。  new window
11.Samuelson, P. A.(1969)。Lifetime Portfolio Selection by Dynamic Stochastic Programming。The Review of Economics and Statistics,51,239-246。  new window
12.Sharpe, W. F.(2010)。Adaptive Asset Allocation Policies。Financial Analysts Journal,66,45-59。  new window
13.Xia, Yihong、Brennan, Michael J.(2002)。Dynamic Asset Allocation under Inflation。The Journal of Finance,57,1201-1238。  new window
14.Liu, J.、Longstaff, F. A.、Pan, J.(2003)。Dynamic Asset Allocation with Event Risk。Journal of Finance,58,231-259。  new window
15.Pan, Jun(2002)。The Jump-risk Premia Implicit in Options: Evidence from an Integrated Time-series Study。Journal of Financial Economics,63,3-50。  new window
16.Börgers, Tilman、Sarin, Rajiv(1997)。Learning through Reinforcement and Replicator Dynamics。Journal of Economic Theory,77(1),1-14。  new window
17.Bikhchandani, S.、Hirshleifer, D.、Welch, I.(1998)。Learning from the behavior of others: Conformity,fads and Informational cascades。Journal of Economic Perspectives,12(3),151-170。  new window
18.Merton, Robert C.(1971)。Optimum Consumption and Portfolio Rules in a Continuous-time Model。Journal of Economic Theory,3,373-413。  new window
19.Dothan, M. U.、Feldman, D.(1986)。Equilibrium Interest Rates and Multiperiod Bonds in a Partially Observable Economy。The Journal of Finance,41,369-382。  new window
20.Merton, Robert C.(1969)。Lifetime Portfolio Selection under Uncertainty: The Continuous Time Case。The Review of Economics and Statistics,51,247-257。  new window
21.Xia, Yihong(2001)。Learning about Predictability: The Effects of Parameter Uncertainty on Dynamic Asset Allocation。Journal of Finance,56,205-246。  new window
22.Merton, R. C.(1980)。On Estimating the Expected Return on the Market: An Exploratory Investigation。Journal of Financial Economics,8,323-361。  new window
23.Guidolin, M.、Timmermann, A.(2007)。Asset Allocation under Multivariate Regime Switching。Journal of Economic Dynamics and Control,31,3503-3544。  new window
24.Detemple, J.B.(1986)。Asset Pricing in a Production Economy with Incomplete Information。Journal of Finance,41,383-391。  new window
圖書
1.Brenner, T.(1999)。Modeling Learning in Economics。Edward Elgar。  new window
2.Campbell, J. Y.、Viceira, L. M.(2002)。Strategic Asset Allocation。New York:Oxford University Press。  new window
3.Mitropoulos, A.(2004)。Economic Learning, Experiments and the Limits to Information。Edward Elgar。  new window
4.Shiraishi, H.(2012)。A Simulation Approach to Statistical Estimation of Multiperiod Optimal Portfolios。Advances in Decision Sciences。  new window
5.Simon, H. A.(1956)。Administrative Behavior。New York:The Macmillan Company。  new window
6.Merton, C. R.(1990)。Continuous-Time Finance。Continuous-Time Finance。Cambridge MA ; Oxford:Blackwell Publishers & Cambridge Center,。  new window
7.Kimble, G. A.(1961)。Hilgard and Marquis’ Conditioning and Learning。Englewood Cliffs:New York, NY:Prentice Hall:Appleton-Century Crofts。  new window
8.Bawa,V. S.、Brown, S. J.、Klein, R. W.(1979)。Estimation Risk and Optimal Portfolio Choice。N.Y.:North-Holland。  new window
 
 
 
 
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