The relaxed investor and parameter uncertainty
Year of publication: |
2001-04-10
|
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Authors: | Rogers, L.C.G. |
Published in: |
Finance and Stochastics. - Springer. - Vol. 5.2001, 2, p. 131-154
|
Publisher: |
Springer |
Subject: | Merton consumption problem | Merton investment problem | time lag | parameter uncertainty |
Extent: | application/pdf |
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Type of publication: | Article |
Notes: | received: November 1999; final version received: June 2000 |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; D90 - Intertemporal Choice and Growth. General ; G11 - Portfolio Choice |
Source: |
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