Portfolio management with stochastic interest rates and inflation ambiguity
Claus Munk; Alexey Rubtsov
| Year of publication: |
2014
|
|---|---|
| Authors: | Munk, Claus ; Rubtsov, Alexey |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 10.2014, 3, p. 419-455
|
| Subject: | Portfolio | Inflation | Ambiguity | Learning | Robust control | Portfolio-Management | Portfolio selection | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Zins | Interest rate | Risikoaversion | Risk aversion | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010399796