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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    Optimal trading strategy under disordered asset return and Knightian uncertainty
    scientific article; zbMATH DE number 6230542

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      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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      Optimal trading strategy under disordered asset return and Knightian uncertainty (English)
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