Optimal Attention Allocation for Portfolio Selection
The paper demonstrates that the optimal attention strategy in portfolio selection with information capacity constraint should maximize the combined expected alpha and beta payoffs.
Featured in No. 29 on 13 Dec 2023 · 2 days after release
- Released
- 11 Dec 2023
- First featured
- No. 29 · 13 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4660271
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