UNCERTAINTY AVERSION, ROBUST CONTROL AND ASSET HOLDINGS WITH A STOCHASTIC INVESTMENT OPPORTUNITY SET (Q3503123): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 23:49, 4 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | UNCERTAINTY AVERSION, ROBUST CONTROL AND ASSET HOLDINGS WITH A STOCHASTIC INVESTMENT OPPORTUNITY SET |
scientific article |
Statements
UNCERTAINTY AVERSION, ROBUST CONTROL AND ASSET HOLDINGS WITH A STOCHASTIC INVESTMENT OPPORTUNITY SET (English)
0 references
20 May 2008
0 references
uncertainty aversion
0 references
model misspecification
0 references
robust control
0 references
portfolio choice models
0 references