Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamically consistent investment under model uncertainty: the robust forward criteria |
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Dynamically consistent investment under model uncertainty: the robust forward criteria (English)
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8 October 2018
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robust forward criteria
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optimal investment
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model uncertainty
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ambiguity aversion
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dynamic consistency
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time-consistency
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duality theory
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