Portfolio allocation problems between risky and ambiguous assets (Q2288958)
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scientific article; zbMATH DE number 7153627
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| default for all languages | No label defined |
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| English | Portfolio allocation problems between risky and ambiguous assets |
scientific article; zbMATH DE number 7153627 |
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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0.8236449360847473
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0.8216153383255005
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0.820395290851593
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0.818540096282959
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0.8128633499145508
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