Dynamic asset allocation with ambiguous return predictability
Hui Chen; Nengjiu Ju; Jianjun Miao
| Year of publication: |
2014
|
|---|---|
| Authors: | Chen, Hui ; Ju, Nengjiu ; Miao, Jianjun |
| Published in: |
Review of economic dynamics. - Amsterdam : Elsevier, ISSN 1094-2025, ZDB-ID 1406100-4. - Vol. 17.2014, 4, p. 799-823
|
| Subject: | Ambiguity aversion | Model uncertainty | Learning | Portfolio choice | Robustness | Return predictability | Model misspecification | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | Modellierung | Scientific modelling | Theorie | Theory | Anlageverhalten | Behavioural finance | Risiko | Risk | Kapitalmarktrendite | Capital market returns |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011281431