Robust portfolio choice with ambiguity and learning about return predictability
Nicole Branger; Linda Sandris Larsen; Claus Munk
| Year of publication: |
2013
|
|---|---|
| Authors: | Branger, Nicole ; Larsen, Linda Sandris ; Munk, Claus |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 5, p. 1397-1411
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| Subject: | Return predictability | Portfolio choice | Ambiguity | Learning | Robust control | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory | Kapitaleinkommen | Capital income | Robustes Verfahren | Robust statistics | Lernprozess | Learning process | Anlageverhalten | Behavioural finance | Risikoaversion | Risk aversion |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009729098