Optimal risk asset allocation of a loss-averse bank with partial information under inflation risk
Jia Huang, Zheng Chen
| Year of publication: |
2021
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|---|---|
| Authors: | Huang, Jia ; Chen, Zheng |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 38.2021, p. 1-10
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| Subject: | Bank asset allocation | Inflation risk | Loss aversion | Partial information | Theorie | Theory | Portfolio-Management | Portfolio selection | Inflation | Risiko | Risk | Risikoaversion | Risk aversion | Bankrisiko | Bank risk | Inflationserwartung | Inflation expectations | Unvollkommene Information | Incomplete information | Geldpolitik | Monetary policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101513 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012490543