Optimal consumption and portfolio choice with ambiguous interest rates and volatility
Qian Lin, Frank Riedel
| Year of publication: |
2021
|
|---|---|
| Authors: | Lin, Qian ; Riedel, Frank |
| Subject: | Portfolio Choice | Knightian Uncertainty | Model uncertainty | Interest Rate Ambiguity | Portfolio-Management | Portfolio selection | Theorie | Theory | Zins | Interest rate | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Volatilität | Volatility |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00199-020-01306-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012584420