Time-consistency of optimal investment under smooth ambiguity
type: Item
instance of: scholarly article
title: Time-consistency of optimal investment under smooth ambiguity
zbMATH Open document ID: 1487.91109
author: Anne G. Balter
author: Antje Mahayni
author: Nikolaus Schweizer
published in: European Journal of Operational Research
publication date: 2021-06-07T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7355881
zbMATH Keywords: finance
zbMATH Keywords: optimal investment
zbMATH Keywords: smooth ambiguity
zbMATH Keywords: time-consistency
zbMATH Keywords: robustness
MaRDI profile type: Publication
full work available at URL: j.ejor.2020.12.046
OpenAlex ID: W2764196406
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DOI: 10.1016/J.EJOR.2020.12.046
description: scientific article; zbMATH DE number 7355881