Life-Cycle Asset Allocation with Ambiguity Aversion and Learning

Journal of Financial and Quantitative Analysis, Volume 53, Issue 5, October 2018, pp. 1963-1994

Author(s):

Kim Peijnenburg, PhD

Associate Professor of Finance - EDHEC Business School

Journal of Financial and Quantitative Analysis, Volume 53, Issue 5, October 2018, pp. 1963-1994

Type: Academic publication
Date: le 08/10/2018
Research Cluster : Finance
Source : Journal of Financial and Quantitative Analysis

See Also

How To: 8 tips for choosing your MBA
News
- 08-03-2019
Embarking on an MBA can be life-changing. It’s also an investment on many levels; you’...
European Excellence and Make an Impact Scholarships available for September 2019 Intake
News
- 07-03-2019
Two New Scholarship Programmes for 2019 EDHEC Business School has added two new Global...
Paper co-authored by Lionel Martellini and Vincent Milhau wins the 20th Annual Bernstein Fabozzi/Jacobs Levy Award for Outstanding Article from the Journal of Portfolio Management
News
- 04-03-2019
The paper, entitled "Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based...
One life, one journey - Hard work and dedication pay off
News
- 04-03-2019
Temitope Ayorinde, a 2018 Master in Management, Business Management graduate, left his...