Portfolio Inertia and Epsilon-Contaminations
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More about this item
Keywordsportfolio selection problem; portfolio inertia; Knightian uncertainty; ε-contaminations; D81; G11;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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