Model misspecification and underdiversification
Year of publication: |
2003
|
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Authors: | Uppal, Raman ; Wang, Tan |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 58.2003, 6, p. 2465-2486
|
Subject: | Portfolio-Management | Portfolio selection | Intertemporale Allokation | Intertemporal allocation | Modellierung | Scientific modelling | Theorie | Theory |
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