Robust portfolio choice with limited attention (Q6153095)

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scientific article; zbMATH DE number 7804308
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English
Robust portfolio choice with limited attention
scientific article; zbMATH DE number 7804308

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