Uncertainty Aversion and Robust Portfolio Choices
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More about this item
KeywordsUncertainty Aversion; Model Misspeci…cation; Robust Control; Portfolio Choice Models;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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