Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528)
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scientific article; zbMATH DE number 7690999
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space |
scientific article; zbMATH DE number 7690999 |
Statements
Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (English)
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1 June 2023
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return ambiguity in primal
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volatility ambiguity in dual
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retirement
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\(G\)-stopping time
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consumption-investment
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robust strategy
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