Robust Preferences and Robust Portfolio Choice (Q3631184)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Preferences and Robust Portfolio Choice |
scientific article |
Statements
Robust Preferences and Robust Portfolio Choice (English)
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5 June 2009
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portfolio risk measure
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utility functional
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complete market
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capacity theory
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incomplete market
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stochastic control
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BSDE
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equilibrium
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