Robust portfolio choice with limited attention (Q6153095): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.3934/era.2023186 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W4367021312 / rank
 
Normal rank

Revision as of 08:52, 30 July 2024

scientific article; zbMATH DE number 7804308
Language Label Description Also known as
English
Robust portfolio choice with limited attention
scientific article; zbMATH DE number 7804308

    Statements

    Robust portfolio choice with limited attention (English)
    0 references
    13 February 2024
    0 references
    limited attention
    0 references
    robust strategy
    0 references
    portfolio choice
    0 references
    CRRA utility
    0 references
    HJB equation
    0 references

    Identifiers