Robust portfolio choice with stochastic interest rates (Q470730): Difference between revisions

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+Stochastic Interest Rates and the Bond-Stock Mix
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+Normal rank
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Risk, Ambiguity, and the Savage Axioms
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+Normal rank
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+Recursive multiple-priors.
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+Maxmin expected utility with non-unique prior
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+Robust Permanent Income and Pricing
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+Q4549699
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+A Smooth Model of Decision Making under Ambiguity
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+ON THE STABILITY OF CONTINUOUS‐TIME PORTFOLIO PROBLEMS WITH STOCHASTIC OPPORTUNITY SET
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+The costs of suboptimal dynamic asset allocation: general results and applications to interest rate risk, stock volatility risk, and growth/value tilts
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+Robust consumption and portfolio choice for time varying investment opportunities
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+Robust portfolio optimization with a generalized expected utility model under ambiguity
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+Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium
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+Stochastic differential equations. An introduction with applications.
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+An equilibrium characterization of the term structure
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+Risk aversion and allocation to long-term bonds.
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