Title of article
A note on robustness in Mertonʹs model of intertemporal consumption and portfolio choice
Author/Authors
Fabio Trojani، نويسنده , , Paolo Vanini، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
13
From page
423
To page
435
Keywords
Mertonיs model , Knightian uncertainty , Modelmisspeci"cation , Robust decision-making , Model contamination
Journal title
Journal of Economic Dynamics and Control
Serial Year
2002
Journal title
Journal of Economic Dynamics and Control
Record number
238078
Link To Document