Recommendations
- Myopic solutions of homogeneous sequential decision processes
- Optimality of myopic strategies for multi-stock discrete time market with management costs
- Myopic Solutions of Affine Dynamic Models
- Discrete time market with serial correlations and optimal myopic strategies
- Time-consistency of optimal investment under smooth ambiguity
Cites work
- scientific article; zbMATH DE number 3225653 (Why is no real title available?)
- scientific article; zbMATH DE number 3288322 (Why is no real title available?)
- scientific article; zbMATH DE number 3087284 (Why is no real title available?)
- Ambiguity and the Bayesian paradigm
- Ambiguity and the historical equity premium
- Ambiguity, learning, and asset returns
- Decreasing aversion under ambiguity
- Exposition of a New Theory on the Measurement of Risk
- Optimal Policy for a Multi-Product, Dynamic, Nonstationary Inventory Problem
- Optimal capital policy, the cost of capital, and myopic decision rules
- Portfolio choice and the Bayesian Kelly criterion
- Portfolio choices and asset prices: the comparative statics of ambiguity aversion
- Prospect Theory: An Analysis of Decision under Risk
- Recursive smooth ambiguity preferences
- Repeated Gambles, Learning, and Risk Aversion
- Risk, ambiguity and the Savage axioms
- Robustness and ambiguity in continuous time
- Shunning uncertainty: the neglect of learning opportunities
- The value of a statistical life under ambiguity aversion
- The “Fallacy” of Maximizing the Geometric Mean in Long Sequences of Investing or Gambling
Cited in
(4)
This page was built for publication: The myopic property in decision models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5118435)
