Portfolio choices : comparative statics under both expected return and volatility uncertainty
Qian Lin and Dejian Tian
| Year of publication: |
2021
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|---|---|
| Authors: | Lin, Qian ; Tian, Dejian |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 21.2021, 6, p. 1027-1035
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| Subject: | Ambiguity aversion | Comparative statics | Knightian uncertainty | Risk Aversion | Robust portfolio choice | Volatility uncertainty | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Risiko | Risk | Theorie | Theory | Volatilität | Volatility | Entscheidung unter Unsicherheit | Decision under uncertainty | Anlageverhalten | Behavioural finance | CAPM | Börsenkurs | Share price |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2020.1849781 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012515634