Life-cycle asset allocation and the peso problem : does ambiguity aversion matter?
Year of publication: |
2021
|
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Authors: | Silva, Nuno |
Published in: |
Review of behavioral finance : RBF. - Bingley : Emerald, ISSN 1940-5987, ZDB-ID 2517439-3. - Vol. 14.2021, 5, p. 718-732
|
Subject: | Ambiguity aversion | Lifetime portfolio selection | Participation costs | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty |
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