The authors acknowledge the editors, the two anonymous referees, as well as Christoph Becker, Monica Billio, Massimiliano Caporin, Rama Cont, Christophe Hurlin, Gianluca Marcato, Christophe Pérignon, Michaël Rockinger, Thierry Roncalli, and Jean-Michel Zakoïan for comments and suggestions when preparing this article. We are especially grateful to Jòn Daníelsson for helpful discussions on related works on this subject. The first author thanks the Banque de France Foundation and the fourth the Risk Foundation Chair Dauphine-ENSAE-Groupama “Behavioral and Household Finance, Individual and Collective Risk Attitudes” (Louis Bachelier Institute) for financial support.
An Economic Evaluation of Model Risk in Long-term Asset Allocations
Version of Record online: 14 JUL 2013
© 2013 John Wiley & Sons Ltd
Review of International Economics
Volume 21, Issue 3, pages 475–491, August 2013
How to Cite
Boucher, C., Jannin, G., Kouontchou, P. and Maillet, B. (2013), An Economic Evaluation of Model Risk in Long-term Asset Allocations. Review of International Economics, 21: 475–491. doi: 10.1111/roie.12049
- Issue online: 14 JUL 2013
- Version of Record online: 14 JUL 2013
- Banque de France Foundation
- Risk Foundation Chair Dauphine-ENSAE-Groupama “Behavioral and Household Finance, Individual and Collective Risk Attitudes” (Louis Bachelier Institute)
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