Continuous-time smooth ambiguity preferences
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Publication:1657303
DOI10.1016/j.jedc.2018.01.042zbMath1401.91048OpenAlexW2787999929MaRDI QIDQ1657303
Publication date: 13 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2018.01.042
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Related Items (4)
Smooth ambiguity preferences and asset prices with a jump-diffusion process ⋮ Time-consistency of optimal investment under smooth ambiguity ⋮ Optimal investment under ambiguous technology shocks ⋮ Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution
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