Portfolio Inertia and Epsilon-Contaminations
نویسندگان
چکیده
منابع مشابه
Portfolio inertia and [ epsilon ] - contaminations
This paper analyzes investors’ portfolio selection problems in a two-period dynamic model of Knightian uncertainty. We account for the existence of portfolio inertia in this two-period framework. Furthermore, by incorporating investors’ updating behavior, we analyze how new observation in the first period will affect investors’ behavior. By this analysis, we show that new observation in the fir...
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ژورنال
عنوان ژورنال: Theory and Decision
سال: 2008
ISSN: 0040-5833,1573-7187
DOI: 10.1007/s11238-008-9101-7