Optimal regime switching under risk aversion and uncertainty (Q1752227): Difference between revisions
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Revision as of 01:15, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal regime switching under risk aversion and uncertainty |
scientific article |
Statements
Optimal regime switching under risk aversion and uncertainty (English)
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24 May 2018
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investment analysis
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real options
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regime switching
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risk aversion
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dynamic programming
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