Portfolio choices : comparative statics under both expected return and volatility uncertainty
Year of publication: |
2021
|
---|---|
Authors: | Lin, Qian ; Tian, Dejian |
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 |
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