Dynamic portfolio choice under uncertainty-aversion (Q3404772)
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scientific article; zbMATH DE number 5670851
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| default for all languages | No label defined |
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| English | Dynamic portfolio choice under uncertainty-aversion |
scientific article; zbMATH DE number 5670851 |
Statements
12 February 2010
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dynamic portfolio
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time-varying investment opportunities
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uncertainty-aversion
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robust control
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spectral generalized method of moments
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0.8202850818634033
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0.8080830574035645
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0.7995091080665588
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0.7978193759918213
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0.7892192602157593
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