Pages that link to "Item:Q5958593"
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The following pages link to A note on robustness in Merton's model of intertemporal consumption and portfolio choice (Q5958593):
Displayed 10 items.
- Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
- Optimal consumption and portfolio choice with ambiguous interest rates and volatility (Q825169) (← links)
- Robust consumption-investment problem on infinite horizon (Q901248) (← links)
- Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
- Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325) (← links)
- A numerical method for hedging Bermudan options under model uncertainty (Q2152245) (← links)
- Stability of utility-maximization in incomplete markets (Q2464860) (← links)
- 60 years of portfolio optimization: practical challenges and current trends (Q2514707) (← links)
- Asset prices with locally constrained-entropy recursive multiple-priors utility (Q2654421) (← links)
- COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS (Q5700133) (← links)