Essays on Regime Uncertainty and Time Inconsistency in Optimal Asset Allocation Problems

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Notes: Duisburg, Essen, Universität Duisburg-Essen, Dissertation, 2023

Classification: Wirtschaft

Keyword: Portfolio Selection
Entscheidung bei Unsicherheit
Anlageverhalten
Entscheidung bei Risiko
Informationsökonomie

Event: Veröffentlichung

(where): Duisburg, Essen

(who): Universität Duisburg-Essen

(when): 2023

Creator: Becker, Lara

Contributor: Mahayni, Antje

DOI: 10.17185/duepublico/79238

URN: urn:nbn:de:hbz:465-20231124-090030-1

Rights: Open Access unbekannt; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:27 AM CEST

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Associated

Becker, Lara
Mahayni, Antje
Universität Duisburg-Essen

Time of origin

2023

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Essays on Regime Uncertainty and Time Inconsistency in Optimal Asset Allocation Problems

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Other Objects (12)

Asset Allocation

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Asset Liquidation Under Drift Uncertainty and Regime-Switching Volatility

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