Portfolio inertia and epsilon-contaminations
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Publication:2270213
DOI10.1007/s11238-008-9101-7zbMath1198.91184OpenAlexW2091370411MaRDI QIDQ2270213
Publication date: 15 March 2010
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10419/92891
Related Items (2)
A REPRESENTATION OF KEYNES’S LONG-TERM EXPECTATION IN FINANCIAL MARKETS ⋮ UNCERTAINTY AVERSION AND PORTFOLIO INERTIA
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