Dynamic portfolio and consumption decisions under ambiguity for time varying investment opportunities
Year of publication: |
August 2008
|
---|---|
Authors: | Liu, Hening |
Publisher: |
Illinois |
Subject: | Entscheidung unter Unsicherheit | Decision under uncertainty | Intertemporale Entscheidung | Intertemporal choice | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
Description of contents: | Table of Contents [gbv.de] |
-
Robust consumption decisions under ambiguity for regime switching mean returns
Liu, Hening, (2009)
-
Robust consumption and portfolio choice for time varying investment opportunities
Liu, Hening, (2010)
-
Ambiguity in risk preferences in robust stochastic optimization
Haskell, William B., (2016)
- More ...
-
Portfolio and Consumption Decisions under Ambiguity for Regime Switching Mean Returns
Liu, Hening, (2009)
-
Robust Consumption and Portfolio Choice forTime-varying Investment Opportunities
Liu, Hening, (2009)
-
Uncertain growth, ambiguity aversion and asset prices
Liu, Hening, (2011)
- More ...