Welfare effects of information and rationality in portfolio decisions under parameter uncertainty
M. Longo and A. Mainini
| Year of publication: |
2018
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|---|---|
| Authors: | Longo, M. ; Mainini, A. |
| Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 12, p. 2035-2050
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| Subject: | Bayesian learning | Bounded rationality | DIY investor | Parameter uncertainty | Portfolio choice | Return predictability | Portfolio-Management | Portfolio selection | Begrenzte Rationalität | Anlageverhalten | Behavioural finance | Bayes-Statistik | Bayesian inference | Entscheidung unter Unsicherheit | Decision under uncertainty | Kapitaleinkommen | Capital income | Risiko | Risk | Rationalität | Rationality | Prognoseverfahren | Forecasting model | Entscheidungstheorie | Decision theory | Wohlfahrtsanalyse | Welfare analysis | Unvollkommene Information | Incomplete information |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1473633 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262961