Time-consistency of optimal investment under smooth ambiguity (Q2030310)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-consistency of optimal investment under smooth ambiguity |
scientific article |
Statements
Time-consistency of optimal investment under smooth ambiguity (English)
0 references
7 June 2021
0 references
finance
0 references
optimal investment
0 references
smooth ambiguity
0 references
time-consistency
0 references
robustness
0 references
0 references
0 references
0 references
