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portfolio choices, stochastic volatility, time-varying mean returns, risk aversion recovery
model uncertainty, profit&loss, asset allocation, ambiguity premium, Kelly criterion, G-Brownian motion
worst-case value-at-risk, portfolio management, G-normal distribution
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multidimensional dynamic convex risk measure, backward stochastic differential equation, g‐expectation, insolvency risk, stochastic interaction, risk sharing, risk contribution
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