The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model (Q6556099)
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scientific article; zbMATH DE number 7865831
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| English | The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model |
scientific article; zbMATH DE number 7865831 |
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The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model (English)
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17 June 2024
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portfolio optimization
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uncertainty modeling
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ambiguity
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epsilon-contamination
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