On the structural estimation of an optimal portfolio rule
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DOI: 10.1016/j.frl.2015.12.012
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More about this item
Keywords
Benchmark portfolio; Portfolio choice; Relative performance concerns;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- H55 - Public Economics - - National Government Expenditures and Related Policies - - - Social Security and Public Pensions
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