Boyle, Phelim P. (contributor); Uppal, Raman (contributor); … - 2003 - [Elektronische Ressource]
:Investment, portfolio choice, uncertainty, robust control, defined contribution
JEL Classification: G11, G12, G23, D81
1Introduction
John … portfolio choice and capital market equilib-
rium that incorporates the views of both Keynes and Markowitz and to use this model … problem of international portfolio choice in a two-agent equilibrium setting where agents
differ in their ambiguity about …