UNCERTAINTY AVERSION, ROBUST CONTROL AND ASSET HOLDINGS WITH A STOCHASTIC INVESTMENT OPPORTUNITY SET (Q3503123): Difference between revisions

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+MaRDI publication profile
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+Ambiguity, Risk, and Asset Returns in Continuous Time
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+Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
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+A two-person dynamic equilibrium under ambiguity
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+Maxmin expected utility with non-unique prior
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+Asset Prices in an Exchange Economy
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+Optimum consumption and portfolio rules in a continuous-time model
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+An Intertemporal Capital Asset Pricing Model
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+A Dynamic Equilibrium Model of International Portfolio Holdings
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