Portfolio choices: comparative statics under both expected return and volatility uncertainty
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Publication:5014234
DOI10.1080/14697688.2020.1849781zbMath1479.91360OpenAlexW3128321396MaRDI QIDQ5014234
Publication date: 1 December 2021
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2020.1849781
risk aversionambiguity aversioncomparative staticsKnightian uncertaintyvolatility uncertaintyrobust portfolio choice
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