Portfolio Inertia and Epsilon-Contaminations
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DOI: 10.1007/s11238-008-9101-7
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Cited by:
- Huang Shunwu & Chang Wang & Zheng Lan, 2015. "Earnings Surprise, Portfolio Inertia and Stock Price Volatility," Journal of Systems Science and Information, De Gruyter, vol. 3(4), pages 301-320, August.
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More about this item
Keywords
portfolio selection problem; portfolio inertia; Knightian uncertainty; ε-contaminations; D81; G11;All these keywords.
JEL classification:
- 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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