Author:
Balter Anne,Horvath Ferenc
Reference22 articles.
1. A quartet of semigroups for model specification, robustness, prices of risk, and model detection;E W Anderson;Journal of the European Economic Association,2003
2. The impact of risk and uncertainty on expected returns;E W Anderson;Journal of Financial Economics,2009
3. The robust merton problem of an ambiguity averse investor;S Biagini;Mathematics and Financial Economics,2017
4. Ambiguity, risk, and asset returns in continuous time;Z Chen;Econometrica,2002
5. Optimal consumption and portfolio policies when asset prices follow a diffusion process;J C Cox;Journal of Economic Theory,1989
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献