Showing 1 - 10 of 65
Persistent link: https://www.econbiz.de/10012620973
Persistent link: https://www.econbiz.de/10009729098
Persistent link: https://www.econbiz.de/10010361938
This study presents a hedge fund portfolio choice model for an investor facing ambiguity. In the empirical section, we … measure ambiguity as the cross-sectional dispersion in Industrial Production growth and in stock market return forecasts, and … we construct the systematic ambiguity factors from the universe of S&P 500 stocks. We estimate ambiguity betas for long …
Persistent link: https://www.econbiz.de/10010337996
Persistent link: https://www.econbiz.de/10010342132
Persistent link: https://www.econbiz.de/10010364553
Persistent link: https://www.econbiz.de/10011441733
Persistent link: https://www.econbiz.de/10011525243
Persistent link: https://www.econbiz.de/10011545164
Persistent link: https://www.econbiz.de/10010399796