Portfolio and consumption decisions under ambiguity for regime switching mean returns
Year of publication: |
2009
|
---|---|
Authors: | Liu, Hening |
Publisher: |
Manchester : The University of Manchester, Manchester Business School |
Subject: | Kapitalanlage | Anlageverhalten | Zeitverwendung | Entscheidung bei Risiko | Portfolio-Management | ambiguity | Malliavin derivative | regime switching | portfolio choice |
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