Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets
Year of publication: |
2023
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Authors: | Lv, Wujun ; Pang, Tao ; Xia, Xiaobao ; Yan, Jingzhou |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 9.2023, 1, Art.-No. 73, p. 1-28
|
Subject: | Ambiguity | Cryptocurrency | Detection error probability | Rare events | Robust portfolio choice | Welfare loss | Portfolio-Management | Portfolio selection | Theorie | Theory | Virtuelle Währung | Virtual currency | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Risk | Risikoaversion | Risk aversion |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-023-00472-8 [DOI] |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; g41 |
Source: | ECONIS - Online Catalogue of the ZBW |
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