Properties of risk aversion estimated from portfolio weights
Andrew Grant, Oh Kang Kwon, Steve Satchell
| Year of publication: |
2024
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|---|---|
| Authors: | Grant, Andrew ; Kwon, Oh Kang ; Satchell, Stephen |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 25.2024, 5, p. 427-444
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| Subject: | Estimation error | Financial advice | Portfolio weights | Risk aversion | Portfolio-Management | Portfolio selection | Risikoaversion | Schätztheorie | Estimation theory | Schätzung | Estimation | Risiko | Risk | CAPM | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-024-00375-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015192029