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Nonconcave Portfolio Choice under Smooth Ambiguity

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Borgonovo, Emanuele, Chen, An, Marinacci, Massimo, Zhu, Shihao
Formato:	Preprint
Publicado:	2026
Materias:	Portfolio Management Mathematical Finance 91B06, 91G10, 93E11
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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