Time-varying risk aversion and dynamic portfolio allocation (Q5030998)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Time-varying risk aversion and dynamic portfolio allocation |
scientific article; zbMATH DE number 7476265
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
18 February 2022
0 references
dynamic portfolio allocation
0 references
regime-dependent risk aversion
0 references
regime-switching model
0 references
financial engineering
0 references
0 references
0 references
0 references
0.801482617855072
0 references
0.782661497592926
0 references
0.7743862867355347
0 references
0.7681844830513
0 references
