Welfare effects of information and rationality in portfolio decisions under parameter uncertainty
Year of publication: |
2018
|
---|---|
Authors: | Longo, M. ; Mainini, A. |
Published in: |
Quantitative finance. - Abingdon [u.a.] : Routledge, ISSN 1469-7688, ZDB-ID 2055458-8. - Vol. 18.2018, 12, p. 2035-2050
|
Subject: | Bayesian learning | Bounded rationality | DIY investor | Parameter uncertainty | Portfolio choice | Return predictability | Portfolio-Management | Portfolio selection | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Anlageverhalten | Behavioural finance | Begrenzte Rationalität | Bayes-Statistik | Bayesian inference | Kapitaleinkommen | Capital income | Lernprozess | Learning process | Risiko | Risk |
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