Portfolio choices: comparative statics under both expected return and volatility uncertainty (Q5014234)
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scientific article; zbMATH DE number 7436815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio choices: comparative statics under both expected return and volatility uncertainty |
scientific article; zbMATH DE number 7436815 |
Statements
Portfolio choices: comparative statics under both expected return and volatility uncertainty (English)
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1 December 2021
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ambiguity aversion
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risk aversion
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Knightian uncertainty
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comparative statics
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robust portfolio choice
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volatility uncertainty
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