Portfolio allocation problems between risky and ambiguous assets (Q2288958)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio allocation problems between risky and ambiguous assets |
scientific article |
Statements
Portfolio allocation problems between risky and ambiguous assets (English)
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20 January 2020
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uncertainty modelling
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home bias puzzle
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portfolio allocation problem
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smooth ambiguity model
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greater ambiguity aversion
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