Asset pricing under smooth ambiguity in continuous time (Q2088605)

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scientific article; zbMATH DE number 7596623
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English
Asset pricing under smooth ambiguity in continuous time
scientific article; zbMATH DE number 7596623

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    Asset pricing under smooth ambiguity in continuous time (English)
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    6 October 2022
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    risk
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    ambiguity
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    robustness
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    asset pricing
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    portfolio allocation
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    continuous time
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