Uncertainty aversion, robust control and asset holdings (Q4683052): Difference between revisions

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Latest revision as of 15:52, 16 July 2024

scientific article; zbMATH DE number 6939256
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English
Uncertainty aversion, robust control and asset holdings
scientific article; zbMATH DE number 6939256

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    Uncertainty aversion, robust control and asset holdings (English)
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    19 September 2018
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    uncertainty aversion
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    model misspecification
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    robust control
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    portfolio choice models
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