Time-consistency of optimal investment under smooth ambiguity
Anne G. Balter, Antje Mahayni, Nikolaus Schweizer
| Year of publication: |
2021
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|---|---|
| Authors: | Balter, Anne G. ; Mahayni, Antje ; Schweizer, Nikolaus |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 293.2021, 2 (1.9.), p. 643-657
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| Subject: | Finance | Optimal investment | Robustness, | Smooth ambiguity | Time-consistency | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Zeitkonsistenz | Time consistency | Portfolio-Management | Portfolio selection | Investitionsentscheidung | Investment decision | Risikoaversion | Risk aversion | Investition | Investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2020.12.046 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012513245