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"Time-consistency of optimal investment under smooth ambiguity."

Anne G. Balter, Antje Mahayni, Nikolaus Schweizer (2021)

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DOI: 10.1016/J.EJOR.2020.12.046

access: open

type: Journal Article

metadata version: 2021-05-19

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  dblp key:
  - journals/eor/BalterMS21
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  - https://dblp.org/rec/journals/eor/BalterMS21
Anne G. Balter, Antje Mahayni, Nikolaus Schweizer:
Time-consistency of optimal investment under smooth ambiguity. Eur. J. Oper. Res. 293(2): 643-657 (2021)

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