The Role of Learning in Dynamic Portfolio Decisions *
From MaRDI portal
Recommendations
Cited in
(51)- A bounded risk strategy for a market with non-observable parameters.
- Optimal investment in ambiguous financial markets with learning
- The spillover effects of biofuel policy on participation in the conservation reserve program
- Asset allocation and asset pricing in the face of systemic risk: a literature overview and assessment
- PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING
- Information and inequality
- Wright meets Markowitz: how standard portfolio theory changes when assets are technologies following experience curves
- Welfare effects of information and rationality in portfolio decisions under parameter uncertainty
- Incomplete information equilibria: separation theorems and other myths
- Interest rate options valuation under incomplete information
- Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk
- Optimal portfolio choice and stochastic volatility
- State-Dependent Utility
- Time-consistency of optimal investment under smooth ambiguity
- Optimal portfolio choice for unobservable and regime-switching mean returns
- Optimal investment under partial information
- An optimal consumption and investment problem with partial information
- Mutual fund theorem for continuous time markets with random coefficients
- Consumption utility-based pricing and timing of the option to invest with partial information
- Portfolio selection based on Bayesian theory
- Asset pricing under smooth ambiguity in continuous time
- OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES
- Ignorance, pervasive uncertainty, and household finance
- Implicit incentives for fund managers with partial information
- Perturbation analysis for investment portfolios under partial information with expert opinions
- Dynamic portfolio choice under ambiguity and regime switching mean returns
- On the implied market price of risk under the stochastic numéraire
- Dynamic portfolio optimization with transaction costs and state-dependent drift
- Through the looking glass: indirect inference via simple equilibria
- Asset prices and portfolio choice with learning from experience
- Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk
- The value of knowing the market price of risk
- Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process
- Optimal investment, consumption and life insurance purchase with learning about return predictability
- Should commodity investors follow commodities' prices?
- The behavior of individual and aggregate stock prices
- Effective approximation methods for constrained utility maximization with drift uncertainty
- The impacts of uncertainties in a real options model under incomplete information
- Portfolio management with stochastic interest rates and inflation ambiguity
- Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan?
- Smart network based portfolios
- Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
- Continuous-time mean-variance portfolio optimization in a jump-diffusion market
- Optimal consumption and investment strategies with partial and private information in a multi-asset setting
- Schumpeterian competition in a Lucas economy
- On the structure of multifactor optimal portfolio strategies
- Learning and portfolio decisions for CRRA investors
- Information and investment under uncertainty
- Portfolio selection under incomplete information
- Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data
- Optimal portfolio and certainty equivalence estimator for the appreciation rate
This page was built for publication: The Role of Learning in Dynamic Portfolio Decisions *
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4798677)
