Strategic asset allocation with distorted beliefs
San-Lin Chung, Mao-Wei Hung, Tzu-Wen Wei, Chung-Ying Yeh
| Year of publication: |
2024
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|---|---|
| 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
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| Subject: | Distorted beliefs | Dynamic asset allocation | Investor sentiment | Markov-switching vector autoregressive model | Return predictability | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | VAR-Modell | VAR model | Prognoseverfahren | Forecasting model | Theorie | Theory | Kapitaleinkommen | Capital income | Markov-Kette | Markov chain | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.10.020 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014446818