Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process (Q2391929): Difference between revisions

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Latest revision as of 18:03, 6 July 2024

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Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process
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    Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process (English)
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    5 August 2013
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    dynamic portfolio choice
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    time-varying
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    asset return process
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    portfolios equivalent utility
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    volatility shift
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    risky asset
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    double-jump diffusion framework
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    Knight uncertainty
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