Continuous-time portfolio selection under ambiguity (Q2356557)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time portfolio selection under ambiguity |
scientific article |
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Continuous-time portfolio selection under ambiguity (English)
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30 July 2015
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portfolio selection
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continuous time
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ambiguity
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expected utility
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mean-variance
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Sharpe ratio
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robust portfolio
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