Optimal portfolios under time-varying investment opportunities, parameter uncertainty, and ambiguity aversion
Year of publication: |
2020
|
---|---|
Authors: | Dangl, Thomas ; Weissensteiner, Alex |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 55.2020, 4, p. 1163-1198
|
Subject: | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Fälligkeit | Maturity | Anlageverhalten | Behavioural finance | USA | United States |
-
Dangl, Thomas, (2018)
-
Using a Z-score approach to combine value and momentum in tactical asset allocation
Wang, Peng, (2012)
-
Essays on individual financial behavior
Karabulut, Yigitcan, (2012)
- More ...
-
Dangl, Thomas, (2018)
-
Conservative Holdings, Aggressive Trades : Ambiguity, Learning, and Equilibrium Flows
Dangl, Thomas, (2022)
-
Risk control in asset management: Motives and concepts
Dangl, Thomas, (2016)
- More ...