Robust portfolio choice with stochastic interest rates
Year of publication: |
2014
|
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Authors: | Flor, Christian Riis ; Larsen, Linda Sandris |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 10.2014, 2, p. 243-265
|
Subject: | Ambiguity aversion | Model uncertainty | Robust control | Welfare loss | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Robustes Verfahren | Robust statistics | Risikoaversion | Risk aversion | Stochastischer Prozess | Stochastic process | Zins | Interest rate | Modellierung | Scientific modelling | Kontrolltheorie | Control theory |
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