Robust portfolio choice with limited attention (Q6153095): Difference between revisions

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+Information and inequality
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+Normal rank
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+Maxmin expected utility with non-unique prior
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+Normal rank
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+A Smooth Model of Decision Making under Ambiguity
@@ Property / cites work: A Smooth Model of Decision Making under Ambiguity / rank @@
+Normal rank
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+Robust optimal control for an insurer with reinsurance and investment under Heston's stochastic volatility model
+Normal rank
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+Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria
+Normal rank
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+Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility
+Normal rank
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+Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
+Normal rank
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+Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity
+Normal rank
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+Robust investment strategies with two risky assets
+Normal rank
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+Equilibrium investment strategy for a DC pension plan with learning about stock return predictability
+Normal rank
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+Q4522393
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+Normal rank
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+Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
+Normal rank
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+Mean-CVaR portfolio selection model with ambiguity in distribution and attitude
+Normal rank