Zobrazeno 1 - 10
of 4 724
pro vyhledávání: '"portfolio choice"'
Autor:
Xinzhe Xu
Publikováno v:
Investment Management & Financial Innovations, Vol 21, Iss 1, Pp 331-342 (2024)
Rational household asset allocation is crucial for the accumulation of household wealth. However, there is still a widespread phenomenon of limited participation among households. This paper aims to explore the impact of the investment expectation ga
Externí odkaz:
https://doaj.org/article/e48e6e4a3bb04db4b08951e97b2e62ae
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Publikováno v:
Review of Behavioral Finance, 2022, Vol. 16, Issue 1, pp. 167-185.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/RBF-01-2022-0027
Autor:
Zehra, Nahid, Singh, Udai Bhan
Publikováno v:
Qualitative Research in Financial Markets, 2023, Vol. 15, Issue 5, pp. 841-887.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/QRFM-11-2021-0186
Publikováno v:
Benchmarking: An International Journal, 2022, Vol. 30, Issue 5, pp. 1623-1648.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/BIJ-01-2022-0019
Autor:
Quddus, Kamran, Banerjee, Ashok
Publikováno v:
Review of Behavioral Finance, 2021, Vol. 15, Issue 2, pp. 121-137.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/RBF-05-2021-0092
Autor:
Yue Ma, Zhongfei Li
Publikováno v:
Electronic Research Archive, Vol 31, Iss 7, Pp 3666-3687 (2023)
This paper investigates a robust portfolio selection problem with the agent's limited attention. The agent has access to a risk-free asset and a stock in a financial market. But she does not observe perfectly the expected return rate of the stock so
Externí odkaz:
https://doaj.org/article/c50e00fbf966461c908d9e6b1474215b
Publikováno v:
Financial Innovation, Vol 9, Iss 1, Pp 1-28 (2023)
Abstract In response to the unprecedented uncertain rare events of the last decade, we derive an optimal portfolio choice problem in a semi-closed form by integrating price diffusion ambiguity, volatility diffusion ambiguity, and jump ambiguity occur
Externí odkaz:
https://doaj.org/article/390f2804d7e44fba9afae25d727f3bee
Publikováno v:
Review of Accounting and Finance, 2023, Vol. 22, Issue 1, pp. 84-122.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/RAF-04-2022-0134
Autor:
Eberhard Mayerhofer
Publikováno v:
Risks, Vol 12, Iss 4, p 64 (2024)
We propose a general approximation method for the determination of optimal trading strategies in markets with proportional transaction costs, with a polynomial approximation of the residual value function. The method is exemplified by several problem
Externí odkaz:
https://doaj.org/article/8c759da209eb41588f18cc43c62fa7f6