Time-Varying Risk Aversion and Dynamic Portfolio Allocation (Q5030998)
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scientific article; zbMATH DE number 7476265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Varying Risk Aversion and Dynamic Portfolio Allocation |
scientific article; zbMATH DE number 7476265 |
Statements
Time-Varying Risk Aversion and Dynamic Portfolio Allocation (English)
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18 February 2022
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dynamic portfolio allocation
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regime-dependent risk aversion
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regime-switching model
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financial engineering
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