Welfare effects of information and rationality in portfolio decisions under parameter uncertainty

DOI10.1080/14697688.2018.1473633zbMath1406.91418arXiv1709.04387OpenAlexW2756106839MaRDI QIDQ4619541

Michele Longo, Alessandra Mainini

Publication date: 6 February 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.04387

zbMATH Keywords

Bayesian learningparameter uncertaintybounded rationalityportfolio choicereturn predictabilityDIY investor

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites Work

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