مرکز منطقه ای اطلاع رساني علوم و فناوري - Optimal consumption and portfolio choice with ambiguity and anticipation

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 :

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 :