Code and data files for "Dynamic Asset Allocation with Ambiguous Return Predictability"

Hui Chen, Nengjiu Ju and Jianjun Miao
Additional contact information
Hui Chen: MIT
Nengjiu Ju: Hong Kong University of Science and Technology

Computer Codes from Review of Economic Dynamics

Abstract: Code and data to replicate the results of the article.

Language: Matlab; Fortran
Date: 2013
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https://red-files-public.s3.amazonaws.com/codes/12/12-77/readme.txt (text/plain)
https://red-files-public.s3.amazonaws.com/codes/12 ... ForTablesAndFigs.zip
None

Related works:
Journal Article: Dynamic Asset Allocation with Ambiguous Return Predictability (2014)
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