scholarly journals Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature

2010 ◽  
Author(s):  
Massimo Guidolin ◽  
Francesca Rinaldi
Keyword(s):  
Asset Pricing ◽  
Portfolio Choice ◽  
Review Of The Literature

scholarly journals Ambiguity in asset pricing and portfolio choice: a review of the literature

2012 ◽  
Vol 74 (2) ◽  
pp. 183-217 ◽  
Author(s):  
Massimo Guidolin ◽  
Francesca Rinaldi
Keyword(s):  
Asset Pricing ◽  
Portfolio Choice ◽  
Review Of The Literature

Contrarian and momentum trading: a review of the literature

2014 ◽  
Vol 6 (1) ◽  
pp. 63-82 ◽  
Author(s):  
Emilios C. Galariotis
Keyword(s):  
Asset Pricing ◽  
Critical Review ◽  
Driving Forces ◽  
Future Research ◽  
Review Of The Literature ◽  
Investment Performance ◽  
Content Type ◽  
Open Questions ◽  
Momentum Trading ◽  
Practical Implications

Purpose – The purpose of this paper is to critically review the literature on contrarian and momentum trading strategies and identify areas for future research. Design/methodology/approach – Critical review and discussion of the literature. Findings – The extant literature is dynamic and is typified by a number of open questions. Research limitations/implications – The open questions in the literature relate mainly to the driving forces of investment performance, and the role of risk and asset pricing as well as behavioral human traits. The literature is vast and therefore difficult to classify, cover and discuss. Practical implications – The paper indicates the possible need for: the development of different asset pricing models and propositions that can have practical implications at a more international context. Originality/value – The paper provides a critical review of the literature and identifies open issues for future research.

Volatility Ambiguity, Portfolio Choice and Asset Pricing

2018 ◽  
Author(s):  
Yu Liu ◽  
Hao Wang ◽  
Tan Wang ◽  
Lihong Zhang
Keyword(s):  
Asset Pricing ◽  
Portfolio Choice
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