Robust portfolio choice with stochastic interest rates
Christian Riis Flor; Linda Sandris Larsen
| Year of publication: |
2014
|
|---|---|
| Authors: | Flor, Christian Riis ; Larsen, Linda Sandris |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 10.2014, 2, p. 243-265
|
| Subject: | Ambiguity aversion | Model uncertainty | Robust control | Welfare loss | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoaversion | Risk aversion | Robustes Verfahren | Robust statistics | Entscheidung unter Unsicherheit | Decision under uncertainty | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Risiko | Risk | Modellierung | Scientific modelling |
| 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/10010350862