Robust portfolio choice with limited attention

DOI10.3934/era.2023186OpenAlexW4367021312MaRDI QIDQ6153095

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Publication date: 13 February 2024

Published in: Electronic Research Archive (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/era.2023186

zbMATH Keywords

HJB equationportfolio choicerobust strategyCRRA utilitylimited attention

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Portfolio theory (91G10)

Cites Work

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• A Smooth Model of Decision Making under Ambiguity

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