Nonparametric portfolio estimation and asset allocation
This thesis comprises two essays that apply nonparametric methods to the estimation of portfolio allocations. In the first essay, I test the significance to investor welfare of (i) adding additional assets to the portfolio choice set and (ii) conditioning on predictor variables. I estimate uncondit...
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| Format: | Others |
| Language: | English |
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University of British Columbia
2009
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| Online Access: | http://hdl.handle.net/2429/5414 |
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