Title of article
Optimal consumption and portfolio choice with ambiguity and anticipation
Author/Authors
Weiyin Fei، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
13
From page
5178
To page
5190
Keywords
Malliavin derivatives , Enlargement of filtrations , Recursive multiple-priors utility , ambiguity , Anticipation , Optimal consumption and portfolio
Journal title
Information Sciences
Serial Year
2007
Journal title
Information Sciences
Record number
177399
Link To Document