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20112017
most citedStatistical ensembles for money and debt

6 citations · 6 across the 3 of their papers we have counts for

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q-fin.MF2017

Welfare effects of information and rationality in portfolio decisions under parameter uncertainty

Michele Longo, Alessandra Mainini

We analyze and quantify, in a financial market with parameter uncertainty and for a Constant Relative Risk Aversion investor, the utility effects of two different boundedly rationa…