Asset allocation, limited participation and flight-to-quality under ambiguity of correlation
Helen Hui Huang, Yanjie Wang, Shunming Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Huang, Hui ; Wang, Yanjie ; Zhang, Shunming |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 4, p. 4604-4626
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| Subject: | asymmetric information | ambiguity-averse attitude | flight-to-quality | non-participation | same-direction trading strategy | Portfolio-Management | Portfolio selection | Asymmetrische Information | Asymmetric information | Theorie | Theory | Korrelation | Correlation | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2668 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014430050