Optimal consumption and portfolio choice with ambiguous interest rates and volatility
Year of publication: |
2021
|
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Authors: | Lin, Qian ; Riedel, Frank |
Published in: |
Economic theory. - Berlin : Springer, ISSN 1432-0479, ZDB-ID 1398355-6. - Vol. 71.2021, 3, p. 1189-1202
|
Subject: | Portfolio Choice | Knightian Uncertainty | Model uncertainty | Interest Rate Ambiguity | Portfolio-Management | Portfolio selection | Risiko | Risk | Zins | Interest rate | Entscheidung unter Unsicherheit | Decision under uncertainty | Volatilität | Volatility | Risikoaversion | Risk aversion | Nachfragetheorie des Haushalts | Consumer demand theory |
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