Pages that link to "Item:Q2654421"
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The following pages link to Asset prices with locally constrained-entropy recursive multiple-priors utility (Q2654421):
Displaying 4 items.
- Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
- Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
- Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325) (← links)
- Minimum Rényi entropy portfolios (Q2241052) (← links)