Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824)
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scientific article
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| English | Dynamically consistent investment under model uncertainty: the robust forward criteria |
scientific article |
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Dynamically consistent investment under model uncertainty: the robust forward criteria (English)
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8 October 2018
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robust forward criteria
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optimal investment
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model uncertainty
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ambiguity aversion
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dynamic consistency
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time-consistency
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duality theory
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0.811869204044342
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0.7607555985450745
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0.7589110732078552
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0.7557063698768616
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0.7455923557281494
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