Asset allocation with distorted beliefs and transaction costs (Q953450)

From MaRDI portal





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)
      0 references
      0 references
      0 references
      20 November 2008
      0 references
      Knightian uncertainty
      0 references
      asset allocation
      0 references
      distortion function
      0 references
      transaction costs
      0 references
      0 references
      0 references

      Identifiers