多期动态投资组合选择：当高维度遇上回报可预测性

{"title":"多期动态投资组合选择：当高维度遇上回报可预测性","authors":"Wenfeng He, Xiaoling Mei, Wei Zhong, Huanjun Zhu","doi":"10.1080/07350015.2024.2374971","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":506033,"journal":{"name":"Journal of Business & Economic Statistics","volume":"43 S202","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-07-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability\",\"authors\":\"Wenfeng He, Xiaoling Mei, Wei Zhong, Huanjun Zhu\",\"doi\":\"10.1080/07350015.2024.2374971\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":506033,\"journal\":{\"name\":\"Journal of Business & Economic Statistics\",\"volume\":\"43 S202\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-07-03\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Business & Economic Statistics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/07350015.2024.2374971\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Business & Economic Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/07350015.2024.2374971","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}