Robust consumption and portfolio choice for time varying investment opportunities (Q666461)
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scientific article; zbMATH DE number 6013046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust consumption and portfolio choice for time varying investment opportunities |
scientific article; zbMATH DE number 6013046 |
Statements
Robust consumption and portfolio choice for time varying investment opportunities (English)
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8 March 2012
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robust control
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portfolio choice
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recursive preferences
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mean-reverting
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