Optimal attention allocation : picking alpha or betting on beta?
Zuyao Gu, Yun Shi, Tingjin Yan and Yong Zhou
| Year of publication: |
2024
|
|---|---|
| Authors: | Gu, Zuyao ; Shi, Yun ; Yan, Tingjin ; Zhou, Yong |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 24.2024, 11, p. 1679-1702
|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2024.2423702 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015196959