real-returns-prediction

There are 0 repository under real-returns-prediction topic.

• VodickaPeter / IME_paper

  IME-published article on Long-term Real Dynamic Investment Planning. While we enhance predictability of the real returns of S&P500 Index, we derive optimal non-myopic investment strategy, and we compare its performance with near-optimal Dynamic and Constant Merton investment strategies.

  investment-strategiesparameter-estimationsp500-data-analysisdynamic-mertonnonmyopic-investment-strategiesreal-returns-predictioneconometricsquantitative-financesensitivity-analysisornstein-uhlenbeck-process
  Language:R 2