Robust control and CAPMs under a quadratic model with inflation-deflation risk

Bolorsuvd Batbold, Kentaro Kikuchi, Koji Kusuda

Year of publication:	April 2024
Authors:	Batbold, Bolorsuvd ; Kikuchi, Kentaro ; Kusuda, Koji
Publisher:	Banba, Hikone, Shiga, Japan : [the Institute for Economic and Business Research, Faculty of Economics, Shiga University]
Subject:	Homothetic robust utility \| Stochastic differential utility \| Consumption-investment problem \| CAPM \| Stochastic volatility \| Stochastic inflation \| Theorie \| Theory \| Stochastischer Prozess \| Stochastic process \| Nutzen \| Utility \| Volatilität \| Volatility \| Robustes Verfahren \| Robust statistics \| Risiko \| Risk \| Inflation

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