Portfolio concentration, portfolio inertia, and ambiguous correlation
Julia Jiang, Jun Liu, Weidong Tian, Xudong Zeng
| Year of publication: |
2022
|
|---|---|
| Authors: | Jiang, Julia ; Liu, Jun ; Tian, Weidong ; Zeng, Xudong |
| Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 203.2022, p. 1-34
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| Subject: | Anti-diversification | Correlation ambiguity | Correlation-invariant | Portfolio concentration | Portfolio inertia | Smooth ambiguity | Portfolio-Management | Portfolio selection | Theorie | Theory | Korrelation | Correlation | Anlageverhalten | Behavioural finance | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jet.2022.105463 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013374964