Optimal consumption and portfolio choice with ambiguity and anticipation (Q2456486): Difference between revisions
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Revision as of 21:08, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal consumption and portfolio choice with ambiguity and anticipation |
scientific article |
Statements
Optimal consumption and portfolio choice with ambiguity and anticipation (English)
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18 October 2007
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ambiguity
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recursive multiple-priors utility
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anticipation
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optimal consumption and portfolio
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enlargement of filtrations
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Malliavin derivatives
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