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Debiased Expert Forecasts in Continuous Time Asset Allocation · Study

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ArticleDebiased Expert Forecasts in Continuous Time Asset Allocation

Mark H. Davis2015

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Articlebronze2015

Debiased Expert Forecasts in Continuous Time Asset Allocation

Mark H. Davis · Sébastien Lleo

25 citations·0/0 files stored·Journal of Banking & Finance

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

1993Common risk factors in the returns on stocks and bonds 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes 1959Portfolio Selection: Efficient Diversification of Investments 1962Portfolio Selection: Efficient Diversification of Investments.1992Global Portfolio Optimization 1999Overconfidence: It Depends on How, What, and Whom You Ask 2003Beyond greed and fear: understanding behavioral finance and the psychology of investing 1991Universal Portfolios

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Year2015

Typearticle

Published2015-01-01

VenueJournal of Banking & Finance

ISSN-L0378-4266

Languageen

Citations25

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1016/j.jbankfin.2020.105759

openalex_workW2978205309

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