Portfolio choice with Knightian uncertainty
type: Item
instance of: scholarly article
title: Portfolio choice with Knightian uncertainty
zbMATH Open document ID: 0900.90037
DOI: 10.1016/0165-1889(94)00811-U
author: J. Michael Orszag
author: Hong Yang
publication date: 1997-02-28T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 985703
zbMATH Keywords: portfolio choice
zbMATH Keywords: Knightian uncertainty
zbMATH Keywords: robust optimal control
MaRDI profile type: Publication
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full work available at URL: 0165-1889(94)00811-u
OpenAlex ID: W1993492468
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 985703