Optimal portfolio under ambiguous ambiguity
Year of publication: |
2021
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Authors: | Makarov, Dmitry |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 43.2021, p. 1-6
|
Subject: | ambiguous ambiguity | portfolio choice | smooth ambiguity | third-order probabilities | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility | Risiko | Risk |
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