Ambiguity Aversion and Portfolio Efficiency Tests
Year of publication: |
2019
|
---|---|
Authors: | Polkovnichenko, Valery |
Other Persons: | Wang, Hui (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3357088 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Risk aversion under preference uncertainty
Kräussl, Roman, (2010)
-
Uncertain growth, ambiguity aversion and asset prices
Liu, Hening, (2011)
-
Risk aversion under preference uncertainty
Kräussl, Roman, (2010)
- More ...
-
Cautious Risk Takers: Investor Preferences and Demand for Active Management
POLKOVNICHENKO, VALERY, (2019)
-
Household portfolio diversification : a case for rank-dependent preferences
Polkovnichenko, Valery, (2005)
-
Limited stock market participation and the equity premium
Polkovnichenko, Valery, (2004)
- More ...