Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification
Year of publication: |
2010-02
|
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Authors: | Boyle, Phelim ; Garlappi, Lorenzo ; Uppal, Raman ; Wang, Tan |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | ambiguity | diversification | investment | portfolio choice | robust control |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 7687 |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G23 - Pension Funds; Other Private Financial Institutions |
Source: |
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