Asset allocation with distorted beliefs and transaction costs (Q953450)
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scientific article; zbMATH DE number 5370070
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asset allocation with distorted beliefs and transaction costs |
scientific article; zbMATH DE number 5370070 |
Statements
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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0.7952519059181213
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0.7875999808311462
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0.7671253681182861
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0.7646275162696838
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