Portfolio concentration, portfolio inertia, and ambiguous correlation
From MaRDI portal
Publication:2155229
DOI10.1016/j.jet.2022.105463zbMath1497.91277OpenAlexW4225282317MaRDI QIDQ2155229
Julia Jiang, Weidong Tian, Xudong Zeng, Jun Liu
Publication date: 15 July 2022
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2022.105463
smooth ambiguityportfolio inertiaanti-diversificationcorrelation ambiguitycorrelation-invariantportfolio concentration
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