Learning and Asset Prices under Ambiguous Information
Year of publication: |
2005-01
|
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Authors: | Trojani, Fabio ; Leippold, Markus ; Vanini, Paolo |
Institutions: | School of Economics and Political Science, Universität St. Gallen |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 65 pages |
Classification: | C60 - Mathematical Methods and Programming. General ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice |
Source: |
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Equilibrium Impact of Value-At-Risk
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Perturbative Solutions of Hamilton Jacobi Bellman Equations in Robust Decision Making
Troiani, Fabio, (2006)
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Learning and Asset Prices under Ambiguous Information
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Efficient Portfolios with Endogenous Liabilities
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