Portfolio selection under ambiguity and under-diversification puzzles
Description:
Explore a 58-minute lecture on portfolio selection under ambiguity and under-diversification puzzles, delivered by Stavros Zenios from the University of Cyprus & Bruegel. Gain insights into advanced quantitative methods for wealth management as part of the Fields CFI Workshop series. Delve into the complexities of portfolio theory, examining how ambiguity affects investment decisions and addressing the paradox of under-diversification in real-world portfolios. Learn about cutting-edge research in financial economics that challenges traditional assumptions and offers new perspectives on optimal asset allocation strategies.
Portfolio Selection Under Ambiguity and Under-Diversification Puzzles