Time-consistent lifetime portfolio selection under smooth ambiguity

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Publication:6099182

DOI10.3934/mcrf.2022023zbMath1518.91253OpenAlexW4285279965MaRDI QIDQ6099182

Luyang Yu, Jingzhen Liu, Guohui Guan, Liyuan Lin

Publication date: 19 June 2023

Published in: Mathematical Control and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/mcrf.2022023






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