Ambiguity premium and transaction costs
Year of publication: |
2021
|
---|---|
Authors: | Jang, Bong-Gyu ; Kim, Taeyoon ; Lee, Seungkyu ; Park, Seyoung |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 207.2021, p. 1-5
|
Subject: | Optimal investment | Ambiguity aversion | Transaction costs | Ambiguity premium | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Transaktionskosten | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection |
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