On study of optimal consumption and portfolio with model uncertainty of stock price volatility (Q2927463)
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scientific article; zbMATH DE number 6365384
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On study of optimal consumption and portfolio with model uncertainty of stock price volatility |
scientific article; zbMATH DE number 6365384 |
Statements
3 November 2014
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stock price volatility
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model uncertainty
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optimal consumption and portfolio
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constant relative risk-aversion
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ambiguity hedge demand
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On study of optimal consumption and portfolio with model uncertainty of stock price volatility (English)
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