Debiased expert forecasts in continuous-time asset allocation
Year of publication: |
2020
|
---|---|
Authors: | Davis, Mark H. A. ; Lleo, Sébastien |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 113.2020, p. 1-16
|
Subject: | Behavioral finance | Black-Litterman | Expert opinions | Kalman filter | Portfolio selection | Stochastic control | Portfolio-Management | Prognoseverfahren | Forecasting model | Experten | Experts | Stochastischer Prozess | Stochastic process | Anlageverhalten | Behavioural finance | Zustandsraummodell | State space model | Kontrolltheorie | Control theory |
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