Learning about ambiguous long-term prospects

DOI10.1016/J.JET.2026.106147MaRDI QIDQ7255222zbMATH OpenFDO

Authors Hongseok Choi

Publication date 29 May 2026

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JET.2026.106147

zbMATH Keywords

ambiguityhypothesis testinglearningportfolio choiceresolution of ambiguitystate-space models continuous time

Mathematics Subject Classification ID

Utility theory (91B16) Portfolio theory (91G10)

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