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University of British Columbia (UBC) - Division of Finance
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Investment, portfolio choice, ambiguity, robust control
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File name: DP7687.
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ambiguity, diversification, investment, portfolio choice, robust control
Portfolio choice, asset allocation, estimation
File name: SSRN-id774207.
Portfolio choice, asset allocation, estimation error, uncertainty, ambiguity, robustness
Sharpe Ratio, Performance Measures, Money Managers
File name: DP3304.
Portfolio choice, uncertainty, ambiguity, robust control
bargaining power, compensation ratio, price impact, risk sharing, share issue privatization
Investment Restrictions, Incomplete Markets, International Asset Pricing
Time-varying preferences, time-varying expected returns, stock returns, SAD, Treasury-bill returns, equity premium
Unemployment insurance, income, utility function, Brownian motions, search, waiting, exit, continuation region
Migration, Optimal stopping time, Risk aversion, Uncertainty
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