Asset pricing model uncertainty and portfolio choice
Ignacio Carrasco, Erwin Hansen
| Year of publication: |
2022
|
|---|---|
| Authors: | Carrasco, Ignacio ; Hansen, Erwin |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 45.2022, p. 1-7
|
| Subject: | Model uncertainty | Factor models | Bayesian investor | Portfolio performance | Portfolio-Management | Portfolio selection | CAPM | Bayes-Statistik | Bayesian inference | Theorie | Theory | Risiko | Risk | Anlageverhalten | Behavioural finance | Modellierung | Scientific modelling | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102144 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014576820