Robust consumption and portfolio choice for time varying investment opportunities
Hening Liu ()
Annals of Finance, 2010, vol. 6, issue 4, pages 435-454
Keywords: Robust control; Portfolio choice; Recursive preferences; Mean-reverting; G11; D81; C61 (search for similar items in EconPapers)
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Persistent link: http://EconPapers.repec.org/RePEc:kap:annfin:v:6:y:2010:i:4:p:435-454
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