Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process (Q2391929): Difference between revisions
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Latest revision as of 18:03, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process |
scientific article |
Statements
Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process (English)
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5 August 2013
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dynamic portfolio choice
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time-varying
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asset return process
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portfolios equivalent utility
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volatility shift
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risky asset
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double-jump diffusion framework
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Knight uncertainty
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