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Obfuscation, learning, and the evolution of investor sophistication
Carlin, Bruce Ian; Manso, Gustavo - In: The review of financial studies 24 (2011) 3, pp. 754-785
Persistent link: https://www.econbiz.de/10008934103
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Prospect theory and mean-variance analysis
Levy, Haim; Levy, Moshe - In: The review of financial studies 17 (2004) 4, pp. 1015-1041
Persistent link: https://www.econbiz.de/10002396431
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Life-cycle asset allocation with ambiguity aversion and learning
Peijnenburg, Kim - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 5, pp. 1962-1994
Persistent link: https://www.econbiz.de/10011959061
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A shrinkage approach to model uncertainty and asset allocation
Wang, Zhenyu - In: The review of financial studies 18 (2005) 2, pp. 673-705
Persistent link: https://www.econbiz.de/10002882106
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Life-cycle portfolio with additive habit formation preferences and uninsurable labor income risk
Polkovnichenko, Valery - In: The review of financial studies 20 (2007) 1, pp. 83-124
Persistent link: https://www.econbiz.de/10003403674
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Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms
Aivazian, Varouj A. - In: Journal of financial and quantitative analysis : JFQA 18 (1983) 4, pp. 411-424
Persistent link: https://www.econbiz.de/10001815100
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Measuring risk in fixed payment securities : an empirical test of the structured full rank covariance matrix
Hilliard, Jimmy E. - In: Journal of financial and quantitative analysis : JFQA 26 (1991) 3, pp. 345-362
Persistent link: https://www.econbiz.de/10001113532
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The cross-section of risk and returns
Daniel, Kent; Mota, Lira; Rottke, Simon; Santos, Tano - In: The review of financial studies 33 (2020) 5, pp. 1927-1979
Persistent link: https://www.econbiz.de/10012244727
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Incorporating economic objectives into Bayesian priors : portfolio choice under parameter uncertainty
Tu, Jun; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 959-986
Persistent link: https://www.econbiz.de/10008758064
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Improving portfolio selection using option-implied volatility and skewness
DeMiguel, Victor; Plyakha, Yuliya; Uppal, Raman; … - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 6, pp. 1813-1845
Persistent link: https://www.econbiz.de/10010388250