Optimal trading strategy under disordered asset return and Knightian uncertainty (Q2860190)
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scientific article; zbMATH DE number 6230542
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| default for all languages | No label defined |
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| English | Optimal trading strategy under disordered asset return and Knightian uncertainty |
scientific article; zbMATH DE number 6230542 |
Statements
19 November 2013
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ambiguity
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ambiguity attitude
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disorder problem
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martingale
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trading strategy
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partial information
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0.9492716
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0.93383884
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0.87235475
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0.8708616
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0.8630402
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0.86219907
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0.8593837
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Optimal trading strategy under disordered asset return and Knightian uncertainty (English)
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