Ambiguity, Risk and Portfolio Choice under Incomplete Information
Year of publication: |
2009
|
---|---|
Authors: | Miao, Jianjun |
Published in: |
Annals of Economics and Finance. - China Economics and Management Academy, ISSN 1529-7373. - Vol. 10.2009, 2, 2, p. 257-279
|
Publisher: |
China Economics and Management Academy |
Subject: | Ambiguity | Recursive multiple-priors utility | Incomplete information | Portfolio choice | Hedging | Estimation risk |
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