Dynamic portfolio choice under uncertainty-aversion
From MaRDI portal
Publication:3404772
Recommendations
- Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process
- UNCERTAINTY AVERSION, ROBUST CONTROL AND ASSET HOLDINGS WITH A STOCHASTIC INVESTMENT OPPORTUNITY SET
- Uncertainty aversion, robust control and asset holdings
- DYNAMIC PORTFOLIO SELECTION WITH UNCERTAINTY
- Robust consumption and portfolio choice for time varying investment opportunities
Cited in
(16)- DYNAMIC PORTFOLIO SELECTION WITH UNCERTAINTY
- scientific article; zbMATH DE number 6379370 (Why is no real title available?)
- Theory of dynamic portfolio for survival under uncertainty
- Uncertainty aversion, robust control and asset holdings
- Uncertain dynamics, correlation effects, and robust investment decisions
- Dynamic portfolio choice with heterogeneous beliefs
- The Role of Learning in Dynamic Portfolio Decisions *
- Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens
- Dynamic portfolio choice under the time-varying, jumps, and Knight uncertainty of asset return process
- Time-varying risk aversion and dynamic portfolio allocation
- UNCERTAINTY AVERSION, ROBUST CONTROL AND ASSET HOLDINGS WITH A STOCHASTIC INVESTMENT OPPORTUNITY SET
- Welfare effects of information and rationality in portfolio decisions under parameter uncertainty
- Portfolio choices and asset prices: the comparative statics of ambiguity aversion
- Dynamic asset allocation with relative wealth concerns in incomplete markets
- Robust dynamic trading with realization utility
- scientific article; zbMATH DE number 2030514 (Why is no real title available?)
This page was built for publication: Dynamic portfolio choice under uncertainty-aversion
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3404772)
