Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process (Q2391929)
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scientific article; zbMATH DE number 6195103
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| English | Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process |
scientific article; zbMATH DE number 6195103 |
Statements
Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process (English)
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5 August 2013
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dynamic portfolio choice
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time-varying
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asset return process
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portfolios equivalent utility
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volatility shift
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risky asset
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double-jump diffusion framework
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Knight uncertainty
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0.8202850818634033
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0.8067268133163452
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0.7839686870574951
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0.7625969052314758
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0.758816123008728
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