Equilibrium portfolio selection for smooth ambiguity preferences
Guohui Guan, Zongxia Liang, Jianming Xia
| Year of publication: |
2025
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|---|---|
| Authors: | Guan, Guohui ; Liang, Zongxia ; Xia, Jianming |
| Published in: |
Mathematics of operations research. - Hanover, Md. : INFORMS, ISSN 1526-5471, ZDB-ID 2004273-5. - Vol. 50.2025, 2, p. 1042-1071
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| Subject: | Bayesian learning | equilibrium strategy | smooth ambiguity | time inconsistency | Theorie | Theory | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Lernprozess | Learning process | Zeitkonsistenz | Time consistency | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/moor.2023.0112 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015444041