Robust portfolio choice under the 4/2 stochastic volatility model (Q5877569)
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scientific article; zbMATH DE number 7653424
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| default for all languages | No label defined |
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| English | Robust portfolio choice under the 4/2 stochastic volatility model |
scientific article; zbMATH DE number 7653424 |
Statements
Robust portfolio choice under the 4/2 stochastic volatility model (English)
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14 February 2023
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robust portfolio choice
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ambiguity aversion
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4/2 stochastic volatility model
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wealth-equivalent losses
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