Optimal portfolios under time-varying investment opportunities, parameter uncertainty and ambiguity aversion

Reference

Dangl, T., & Weissensteiner, A. (2020). Optimal portfolios under time-varying investment opportunities, parameter uncertainty and ambiguity aversion. Journal of Financial and Quantitative Analysis (JFQA), 55(4), 1163-1198. (ABDC_2016: A*; ABDC_2019: A*; ABS_2018: 4; ABS_2021: 4; FT_2016 50_2016: yes; ISI_2018: 2.266; VHB_3: A)

Publication type

Article in Scientific Journal

Persons

• Dr. Alex Weissensteiner

Organizational Units

• Chair in Finance
• Institute for Finance

DOI