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Time-Varying Risk Aversion and Dynamic Portfolio Allocation - MaRDI portal

Time-Varying Risk Aversion and Dynamic Portfolio Allocation (Q5030998)

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scientific article; zbMATH DE number 7476265
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English
Time-Varying Risk Aversion and Dynamic Portfolio Allocation
scientific article; zbMATH DE number 7476265

    Statements

    title
    Time-Varying Risk Aversion and Dynamic Portfolio Allocation (English)
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    publication date
    18 February 2022
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    zbMATH Keywords
    dynamic portfolio allocation
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    regime-dependent risk aversion
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    regime-switching model
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    financial engineering
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    Identifiers

    zbMATH DE Number
    7476265
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    OpenAlex ID
    W3147817489
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