Robust portfolio choice with limited attention (Q6153095)
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scientific article; zbMATH DE number 7804308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio choice with limited attention |
scientific article; zbMATH DE number 7804308 |
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Robust portfolio choice with limited attention (English)
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13 February 2024
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limited attention
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robust strategy
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portfolio choice
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CRRA utility
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HJB equation
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