Robust portfolio choice with stochastic interest rates (Q470730)
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scientific article; zbMATH DE number 6369117
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust portfolio choice with stochastic interest rates |
scientific article; zbMATH DE number 6369117 |
Statements
Robust portfolio choice with stochastic interest rates (English)
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13 November 2014
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ambiguity aversion
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model uncertainty
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robust control
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welfare loss
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0.8624223470687866
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0.8537784814834595
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0.8329717516899109
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0.8140808939933777
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0.8041369915008545
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