Optimal attention allocation : picking alpha or betting on beta?
Year of publication: |
2024
|
---|---|
Authors: | Gu, Zuyao ; Shi, Yun ; Yan, Tingjin ; Zhou, Yong |
Subject: | Attention allocation | Bayesian learning | Portfolio selection | Reinforcement learning | Return predictability | Portfolio-Management | Kapitaleinkommen | Capital income | Theorie | Theory | Lernprozess | Learning process | Lernen | Learning | Bayes-Statistik | Bayesian inference | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Allokation | Allocation |
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