Flight to quality and portfolio diversification 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 financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 10.2023, 4, Art.-No. 2350026, p. 1-65
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| Subject: | Ambiguity aversion | asset allocation | CAPM analysis | heterogeneous beliefs | under-diversification | Portfolio-Management | Portfolio selection | CAPM | Risikoaversion | Risk aversion | Theorie | Theory | Korrelation | Correlation | Anlageverhalten | Behavioural finance | Entscheidung unter Unsicherheit | Decision under uncertainty | Entscheidung unter Risiko | Decision under risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786323500263 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014444675