Work

Optimal Consumption and Portfolio Choice with Ambiguity

Year: 2014

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.2377452

Authors: Qian Lin, Frank Riedel

Institution: Bielefeld University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2134493152

Cites: 35

Cited by: 36

Related to: 10