Optimal consumption and portfolio choice with ambiguity and anticipation (Q2456486)
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scientific article; zbMATH DE number 5201953
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal consumption and portfolio choice with ambiguity and anticipation |
scientific article; zbMATH DE number 5201953 |
Statements
Optimal consumption and portfolio choice with ambiguity and anticipation (English)
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18 October 2007
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ambiguity
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recursive multiple-priors utility
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anticipation
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optimal consumption and portfolio
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enlargement of filtrations
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Malliavin derivatives
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0.93455523
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0.93429613
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0.93076915
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0.9171775
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0.91523516
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0.91200304
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0.90843093
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0.9083216
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