{"title":"歧义偏好和投资组合选择:来自实地的证据","authors":"Milo Bianchi, J. Tallon","doi":"10.1287/mnsc.2017.3006","DOIUrl":null,"url":null,"abstract":"We match administrative panel data on portfolio choices with survey data on preferences over ambiguity. We show that ambiguity averse investors bear more risk, due to a lack of diversification. In ...","PeriodicalId":299964,"journal":{"name":"Philosophy of Action eJournal","volume":"21 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2017-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"45","resultStr":"{\"title\":\"Ambiguity Preferences and Portfolio Choices: Evidence from the Field\",\"authors\":\"Milo Bianchi, J. Tallon\",\"doi\":\"10.1287/mnsc.2017.3006\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We match administrative panel data on portfolio choices with survey data on preferences over ambiguity. We show that ambiguity averse investors bear more risk, due to a lack of diversification. In ...\",\"PeriodicalId\":299964,\"journal\":{\"name\":\"Philosophy of Action eJournal\",\"volume\":\"21 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2017-11-07\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"45\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Philosophy of Action eJournal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1287/mnsc.2017.3006\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Philosophy of Action eJournal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1287/mnsc.2017.3006","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Ambiguity Preferences and Portfolio Choices: Evidence from the Field
We match administrative panel data on portfolio choices with survey data on preferences over ambiguity. We show that ambiguity averse investors bear more risk, due to a lack of diversification. In ...