All wealth in assets is optimal under interest rate uncertainty
Lin Q, Riedel F (2019) Center for Mathematical Economics Working Papers; 711.
Bielefeld: Center for Mathematical Economics.
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| Veröffentlicht | Englisch
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Abstract / Bemerkung
This note shows that a long term investor who faces considerable Knightian uncertainty
about the future evolution of interest rates optimally puts all his wealth into risky assets.
Stichworte
Interest Rate Ambiguity;
Optimal Portfolio Choice;
Knightian Uncertainty;
Model Uncertainty
Erscheinungsjahr
2019
Serientitel
Center for Mathematical Economics Working Papers
Band
711
Seite(n)
15
Urheberrecht / Lizenzen
ISSN
0931-6558
Page URI
https://pub.uni-bielefeld.de/record/3004628
Zitieren
Lin Q, Riedel F. All wealth in assets is optimal under interest rate uncertainty. Center for Mathematical Economics Working Papers. Vol 711. Bielefeld: Center for Mathematical Economics; 2019.
Lin, Q., & Riedel, F. (2019). All wealth in assets is optimal under interest rate uncertainty (Center for Mathematical Economics Working Papers, 711). Bielefeld: Center for Mathematical Economics.
Lin, Qian, and Riedel, Frank. 2019. All wealth in assets is optimal under interest rate uncertainty. Vol. 711. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.
Lin, Q., and Riedel, F. (2019). All wealth in assets is optimal under interest rate uncertainty. Center for Mathematical Economics Working Papers, 711, Bielefeld: Center for Mathematical Economics.
Lin, Q., & Riedel, F., 2019. All wealth in assets is optimal under interest rate uncertainty, Center for Mathematical Economics Working Papers, no.711, Bielefeld: Center for Mathematical Economics.
Q. Lin and F. Riedel, All wealth in assets is optimal under interest rate uncertainty, Center for Mathematical Economics Working Papers, vol. 711, Bielefeld: Center for Mathematical Economics, 2019.
Lin, Q., Riedel, F.: All wealth in assets is optimal under interest rate uncertainty. Center for Mathematical Economics Working Papers, 711. Center for Mathematical Economics, Bielefeld (2019).
Lin, Qian, and Riedel, Frank. All wealth in assets is optimal under interest rate uncertainty. Bielefeld: Center for Mathematical Economics, 2019. Center for Mathematical Economics Working Papers. 711.
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