Robust consumption and portfolio choice for time varying investment opportunities (Q666461): Difference between revisions

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+W2004416084
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+Consumption and Portfolio Decisions when Expected Returns are Time Varying
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+Strategic asset allocation in a continuous-time VAR model
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+Ambiguity, Risk, and Asset Returns in Continuous Time
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+Stochastic Differential Utility
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+Normal rank
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+Robust control and model misspecification
@@ Property / cites work: Robust control and model misspecification / rank @@
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+Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
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+Optimum consumption and portfolio rules in a continuous-time model
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+Optimal consumption and portfolio selection with stochastic differential utility
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+Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences.
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