Uncertainty in Second Moments: Implications for Portfolio Allocation
Year of publication: |
2004-08-11
|
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Authors: | Cho, David Daewhan |
Institutions: | Econometric Society |
Subject: | Portfolio allocation | estimation risk | time varying volatility | home bias | bayesian analysis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society Far Eastern Meetings 2004 Number 431 |
Classification: | C22 - Time-Series Models ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice |
Source: |
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Uncertainty in Second Moments: Implications for Portfolio Allocation
Cho, David Daewhan, (2004)
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Ambiguity, Risk and Portfolio Choice under Incomplete Information
Miao, Jianjun, (2009)
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Ambiguity, Risk and Portfolio Choice under Incomplete Information
Miao, Jianjun,
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Uncertainty in Second Moments: Implications for Portfolio Allocation
Cho, David Daewhan, (2004)
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Uncertainty in second moments : implications for portfolio allocation
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Cho, David D., (2011)
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