2053 Main Mall
Vancouver, BC V6T 1Z2
1954 Huashan Road
Shanghai P.R.China, 200030
University of British Columbia (UBC) - Division of Finance
in Total Papers Downloads
in Total Papers Citations
Investment, portfolio choice, ambiguity, robust control
ambiguity, diversification, investment, portfolio choice, robust control
Portfolio choice, asset allocation, estimation
Portfolio choice, asset allocation, estimation error, uncertainty, ambiguity, robustness
Sharpe Ratio, Performance Measures, Money Managers
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
Migration, Optimal stopping time, Risk aversion, Uncertainty
Unemployment insurance, income, utility function, Brownian motions, search, waiting, exit, continuation region
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.672 seconds
We'd like to ask you to provide feedback on your experience with SSRN today. Your feedback will be used to enhance the site in the future.
Would you be willing to answer a few questions when you leave our site?
Yes, I'm willing to take part in a survey
No, thank you