Portfolio Choice Implications of Parameter and Model Uncertainty in Factor Models

SSRN Electronic Journal ◽

10.2139/ssrn.1341952 ◽

2009 ◽

Author(s):

Deniz Kebabci

Keyword(s):

Portfolio Choice ◽

Model Uncertainty ◽

Factor Models

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Portfolio Choice Implications of Parameter and Model Uncertainty in Factor Models

SSRN Electronic Journal ◽

10.2139/ssrn.1102854 ◽

2008 ◽

Author(s):

Deniz Kebabci

Keyword(s):

Portfolio Choice ◽

Model Uncertainty ◽

Factor Models

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Dynamic Portfolio Choice under Model Uncertainty

2009 Sixth International Conference on Fuzzy Systems and Knowledge Discovery ◽

10.1109/fskd.2009.411 ◽

2009 ◽

Author(s):

Chao-lin He

Keyword(s):

Portfolio Choice ◽

Model Uncertainty ◽

Dynamic Portfolio ◽

Dynamic Portfolio Choice

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The horizon effect of stock return predictability and model uncertainty on portfolio choice: UK evidence

Applied Financial Economics ◽

10.1080/09603107.2010.537630 ◽

2011 ◽

Vol 21 (11) ◽

pp. 771-787 ◽

Cited By ~ 3

Author(s):

Guangjie Li

Keyword(s):

Portfolio Choice ◽

Model Uncertainty ◽

Stock Return ◽

Return Predictability ◽

Stock Return Predictability ◽

Horizon Effect

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Asset Pricing Model Uncertainty and Portfolio Choice

Finance Research Letters ◽

10.1016/j.frl.2021.102144 ◽

2021 ◽

pp. 102144

Author(s):

Ignacio Carrasco ◽

Erwin Hansen

Keyword(s):

Asset Pricing ◽

Portfolio Choice ◽

Model Uncertainty ◽

Pricing Model ◽

Asset Pricing Model

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Topics in Portfolio Choice: Qualitative Properties, Time Consistency and Investment Under Model Uncertainty

SSRN Electronic Journal ◽

10.2139/ssrn.2523688 ◽

2013 ◽

Cited By ~ 2

Author(s):

Sigrid Kallblad

Keyword(s):

Portfolio Choice ◽

Model Uncertainty ◽

Time Consistency ◽

Qualitative Properties

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Alternative Factor Models and Factorial Invariance of the GHQ-12: A Large Sample Analysis Using Confirmatory Factor Analysis.

Psychological Assessment ◽

10.1037/1040-3590.17.2.231 ◽

2005 ◽

Vol 17 (2) ◽

pp. 231-236 ◽

Cited By ~ 75

Author(s):

Mark Shevlin ◽

Gary Adamson

Keyword(s):

Factor Analysis ◽

Confirmatory Factor Analysis ◽

Factor Models ◽

Factorial Invariance ◽

Sample Analysis ◽

Large Sample ◽

Confirmatory Factor ◽

Large Sample Analysis

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Adequate Decision Rules for Portfolio Choice Problems

10.1057/9781403907318 ◽

2002 ◽

Cited By ~ 1

Author(s):

Thilo Goodall

Keyword(s):

Portfolio Choice ◽

Decision Rules

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The use of Identified Model Uncertainty in Control Design for the ASTREX Structure

1993 American Control Conference ◽

10.23919/acc.1993.4793457 ◽

1993 ◽

Author(s):

Henk Aling ◽

Robert L. Kosut

Keyword(s):

Model Uncertainty ◽

Control Design

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Liquidity and Portfolio Choice: A Unified Approach

CFA Digest ◽

10.2469/dig.v43.n3.28 ◽

2013 ◽

Vol 43 (3) ◽

Author(s):

Jennie I. Sanders

Keyword(s):

Portfolio Choice ◽

Unified Approach

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Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (a review)

Financial Analysts Journal ◽

10.2469/faj.v58.n5.2474 ◽

2002 ◽

Vol 58 (5) ◽

pp. 100-101

Author(s):

Mark S. Rzepczynski

Keyword(s):

Portfolio Choice ◽

Asset Allocation ◽

Strategic Asset Allocation

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