Equilibrium portfolio selection for smooth ambiguity preferences

DOI10.1287/MOOR.2023.0112MaRDI QIDQ6976331zbMATH OpenFDO

Authors Guohui Guan, Zongxia Liang, Jianming Xia

Publication date 2 June 2025

Published in Mathematics of Operations Research (Search for Journal in Brave)

zbMATH Keywords

equilibrium strategytime inconsistencyBayesian learningsmooth ambiguity

Mathematics Subject Classification ID

Portfolio theory (91G10)

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