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Robust portfolio choice with limited attention - MaRDI portal

Robust portfolio choice with limited attention (Q6153095)

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scientific article; zbMATH DE number 7804308
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English
Robust portfolio choice with limited attention
scientific article; zbMATH DE number 7804308

    Statements

    title
    Robust portfolio choice with limited attention (English)
    0 references
    DOI
    10.3934/era.2023186
    0 references
    publication date
    13 February 2024
    0 references
    zbMATH DE Number
    7804308
    0 references
    zbMATH Keywords
    limited attention
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    robust strategy
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    portfolio choice
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    CRRA utility
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    HJB equation
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    OpenAlex ID
    W4367021312
    0 references
     
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