Asset pricing under smooth ambiguity in continuous time (Q2088605)
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scientific article; zbMATH DE number 7596623
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asset pricing under smooth ambiguity in continuous time |
scientific article; zbMATH DE number 7596623 |
Statements
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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