Work

Debiased Expert Forecasts in Continuous Time Asset Allocation

Year: 2015

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2020.105759

Authors: Mark Davis, Sébastien Lleo

Institutions: Imperial College London, NEOMA Business School

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W2978205309

FWCI: 0.373

Cites: 47

Cited by: 27

Related to: 10