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Portfolio choice with Knightian uncertainty - MaRDI portal

Portfolio choice with Knightian uncertainty (Q673678)

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scientific article; zbMATH DE number 985703
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English
Portfolio choice with Knightian uncertainty
scientific article; zbMATH DE number 985703

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    Portfolio choice with Knightian uncertainty (English)
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    28 February 1997
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    portfolio choice
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    Knightian uncertainty
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    robust optimal control
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