Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
Wenfeng He
Xiamen University - School of Economics
Learn more about SSRN Profiles
SCHOLARLY PAPERS
1
DOWNLOADS
212
TOTAL CITATIONS
0
Feedback
Scholarly Papers (1)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
1.
Multiperiod Dynamic Portfolio Choice: When High Dimensionality Meets Return Predictability
Number of pages: 54
Posted: 29 Oct 2022
Wenfeng He,
Xiaoling Mei
,
Wei Zhong
and
Huanjun Zhu
Xiamen University - School of Economics, Xiamen University-Department of Finance, School of Economics and Wang Yanan Institute for Studies in Economics (WISE), Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Xiamen University
Downloads
212
(364,680)
View PDF
Download
Abstract:
Dimension reduction; Factor model; Model averaging; Portfolio selection; Semiparametric estimation
Feedback
