Risk Return Relationship in the Portfolio Selection Models
نویسندگان
چکیده
منابع مشابه
Stock Return Predictability, Conditional Asset Pricing Models and Portfolio Selection
I examine an investor’s portfolio allocation problem across multiple risky assets in the presence of return predictability when, in addition to the predictability evidence, the investor uses conditional asset pricing models to guide him in the portfolio selection decision. I also explore how the uncertainty associated with the model dynamics affects the investor’s optimal portfolio. To analyze ...
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ژورنال
عنوان ژورنال: Theoretical Economics Letters
سال: 2018
ISSN: 2162-2078,2162-2086
DOI: 10.4236/tel.2018.83025