A behavioral model for asset allocation

被引：5
|
作者：
Niklas Siebenmorgen
Martin Weber
机构：
[1] Universität Mannheim,Lehrstuhl für ABWL und Finanzwirtschaft
来源：
Financial Markets and Portfolio Management | 2003年 / 17卷 / 1期
关键词：
Behavioral Model; Asset Allocation;
D O I：
10.1007/s11408-003-0102-9
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：15 / 42
页数：27
相关论文
共 50 条
  • [31] Robust asset allocation
    Tütüncü, RH
    Koenig, M
    ANNALS OF OPERATIONS RESEARCH, 2004, 132 (1-4) : 157 - 187
  • [32] GHAUS asset allocation
    Estrada J.
    Journal of Asset Management, 2016, 17 (1) : 1 - 9
  • [33] An asset allocation puzzle
    Canner, N
    Mankiw, NG
    Weil, DN
    AMERICAN ECONOMIC REVIEW, 1997, 87 (01): : 181 - 191
  • [34] Dynamic asset allocation
    Madhogarhia P.K.
    Lam M.
    Journal of Asset Management, 2015, 16 (5) : 293 - 302
  • [35] Spillovers and Asset Allocation
    Hoang, Lai T.
    Baur, Dirk G.
    JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2021, 14 (08)
  • [36] Strategic asset allocation
    Brennan, MJ
    Schwartz, ES
    Lagnado, R
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1997, 21 (8-9): : 1377 - 1403
  • [37] Robust Asset Allocation
    R.H. Tütüncü
    M. Koenig
    Annals of Operations Research, 2004, 132 : 157 - 187
  • [38] The Importance of Asset Allocation
    Ibbotson, Roger G.
    FINANCIAL ANALYSTS JOURNAL, 2010, 66 (02) : 18 - 20
  • [39] Parsimonious Asset Allocation
    Ennis, Richard M.
    FINANCIAL ANALYSTS JOURNAL, 2009, 65 (03) : 6 - +
  • [40] Testing of a Volatility-Based Trading Strategy Using Behavioral Modified Asset Allocation
    Freibauer, Jonas
    Grawert, Silja
    JOURNAL OF RISK AND FINANCIAL MANAGEMENT, 2022, 15 (10)
12345