Continuous-time smooth ambiguity preferences
Year of publication: |
May 2018
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Authors: | Suzuki, Masataka |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 90.2018, p. 30-44
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Subject: | Smooth ambiguity preferences | Continuous time | Asset pricing | Stochastic differential utility | Theorie | Theory | Risikoaversion | Risk aversion | CAPM | Entscheidung unter Unsicherheit | Decision under uncertainty | Nutzen | Utility |
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