Date of Award

1-1-2013

Language

English

Document Type

Dissertation

Degree Name

Doctor of Philosophy (PhD)

College/School/Department

Department of Economics

Content Description

1 online resource (viii, 137 pages) : illustrations (some color)

Dissertation/Thesis Chair

Bruce C Dieffenbach

Committee Members

Zhongwen Liang, Huaming Peng

Keywords

Ambiguity Aversion, Asset Allocation, Mean-Variance Efficiency, Optimization, Regime Switching, Asset allocation, Portfolio management

Subject Categories

Economics | Finance and Financial Management

Abstract

This dissertation investigates several classical yet unsettled issues in asset allocation and asset pricing.

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