Strategic asset allocation with distorted beliefs
Year of publication: |
2024
|
---|---|
Authors: | Chung, San-Lin ; Hung, Mao-Wei ; Wei, Tzu-Wen ; Yeh, Chung-Ying |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 2, p. 804-831
|
Subject: | Distorted beliefs | Dynamic asset allocation | Investor sentiment | Markov-switching vector autoregressive model | Return predictability | Portfolio-Management | Portfolio selection | VAR-Modell | VAR model | Anlageverhalten | Behavioural finance | Prognoseverfahren | Forecasting model | Markov-Kette | Markov chain | Erwartungsbildung | Expectation formation | Theorie | Theory |
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