Correlation uncertainty, limited participation, and flight to quality
Year of publication: |
2023
|
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Authors: | Huang, Hui ; Wang, Yanjie ; Zhang, Shunming |
Published in: |
Journal of management science and engineering. - Amsterdam : Elsevier, ISSN 2589-5532, ZDB-ID 2972364-4. - Vol. 8.2023, 1, p. 83-127
|
Subject: | Ambiguity aversion | CAPM analysis | Correlation ambiguity | Flight to quality | Limited participation | Theorie | Theory | CAPM | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty | Korrelation | Correlation | Finanzmarkt | Financial market |
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