Ambiguity, risk, and portfolio choice under incomplete information
Year of publication: |
2009
|
---|---|
Authors: | Miao, Jianjun |
Published in: |
Annals of economics and finance. - Beijing : Peking University Press, ISSN 1529-7373, ZDB-ID 2097904-6. - Vol. 10.2009, 2, p. 257-279
|
Subject: | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection | Theorie | Theory |
-
An online portfolio selection algorithm with regret logarithmic in price variation
Hazan, Elad, (2015)
-
Adequate decision rules for portfolio choice problems
Goodall-Rathert, Thilo, (2002)
-
Herold, Ulf, (2004)
- More ...
-
Ambiguity, Learning, and Asset Returns
Ju, Nengjiu, (2009)
-
A Two-Person Dynamic Equilibrium under Ambiguity
Epstein, Larry G., (2001)
-
NUMERICAL SIMULATION OF NONOPTIMAL DYNAMIC EQUILIBRIUM MODELS
FENG, ZHIGANG, (2014)
- More ...