Rational learning for risk-averse investors by conditioning on behavioral choices
Michele Costola (Department of Economics, University Ca'Foscari of Venice, Venezia, Italy), Massimiliano Caporin (Department of Economics and Management "Marco Fanno" University of Padova, Padova, Italy)
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Costola, Michele ; Caporin, Massimiliano |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4952, ZDB-ID 2732467-9. - Vol. 11.2016, 1, p. 1-26
|
| Subject: | Combining performance measures | portfolio allocation | learning agent process | Theorie | Theory | Lernprozess | Learning process | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Anlageverhalten | Behavioural finance | Performance-Messung | Performance measurement | Rationalität | Rationality |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495216500032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011504045