Learning and portfolio decisions for CRRA investors
Year of publication: |
May 2016
|
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Authors: | Longo, Michele ; Mainini, Alessandra |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 19.2016, 3, p. 1-21
|
Subject: | Investment models | learning | Bayesian control | likelihood ratio order | Theorie | Theory | Portfolio-Management | Portfolio selection | Bayes-Statistik | Bayesian inference | Lernprozess | Learning process | Anlageverhalten | Behavioural finance |
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