Asset allocation: How much does model choice matter?
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Horváth, Ferenc, 2017. "Essays on robust asset pricing," Other publications TiSEM e54d7b33-1f27-4b0e-9f84-f, Tilburg University, School of Economics and Management.
- Branger, Nicole & Hansis, Alexandra, 2015. "Earning the right premium on the right factor in portfolio planning," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 367-383.
- repec:eee:dyncon:v:85:y:2017:i:c:p:59-89 is not listed on IDEAS
More about this item
KeywordsStochastic volatility; Jumps; Market prices of risk; Asset allocation; Buy-and-hold strategy; Model mis-specification;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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