Dynamic portfolio choice with parameter uncertainty and the economic value of analysts' recommendations
Jakša Cvitanić; Ali Lazrak; Lionel Martellini; Fernando Zapatero
| Year of publication: |
2006
|
|---|---|
| Authors: | Cvitanić, Jakša ; Lazrak, Ali ; Martellini, Lionel ; Zapatero, Fernando |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 19.2006, 4, p. 1113-1156
|
| Subject: | Portfolio-Management | Portfolio selection | Unvollkommene Information | Incomplete information | Risikoprämie | Risk premium | Lernprozess | Learning process | Finanzanalyse | Financial analysis | Theorie | Theory |
| 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/10003391743