Robust investment and hedging policy with limited commitment
Jinrun Ma, Yaoyao Wu, Yongtang Liang
| Year of publication: |
2023
|
|---|---|
| Authors: | Ma, Jinrun ; Wu, Yaoyao ; Liang, Yongtang |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 125.2023, p. 1-12
|
| Subject: | Ambiguity | Consumption | Investment | Limited commitment | Risk hedging | Theorie | Theory | Hedging | Investition | Portfolio-Management | Portfolio selection | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2023.106344 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463602