Asset allocation with distorted beliefs and transaction costs (Q953450): Difference between revisions

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Property / DOI: 10.1016/j.ejor.2007.12.002 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2007.12.002 / rank
 
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Property / OpenAlex ID: W2077345148 / rank
 
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Latest revision as of 09:44, 10 December 2024

scientific article
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Asset allocation with distorted beliefs and transaction costs
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    Asset allocation with distorted beliefs and transaction costs (English)
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    20 November 2008
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    Knightian uncertainty
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    asset allocation
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    distortion function
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    transaction costs
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