Life-cycle asset allocation with ambiguity aversion and learning
Year of publication: |
October 2018
|
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Authors: | Peijnenburg, Kim |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 53.2018, 5, p. 1962-1994
|
Subject: | Life-cycle portfolio choice | ambiguity aversion | learning | underdiversification | Theorie | Theory | Wiederholte Spiele | Repeated games | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Lebenszyklus | Life cycle | Lernprozess | Learning process | Entscheidung unter Unsicherheit | Decision under uncertainty | Anlageverhalten | Behavioural finance |
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