文章基本信息
- 标题：Ambiguity, Risk and Portfolio Choice under Incomplete Information
- 本地全文：下载
- 作者：Jianjun Miao
- 期刊名称：Annals of Economics and Finance
- 电子版ISSN：1529-7373
- 出版年度：2009
- 卷号：10
- 期号：02
- 出版社：Peking University Press
- 关键词：Ambiguity; Recursive multiple-priors utility; Incomplete information; Portfolio choice; Hedging; Estimation risk.
