A note on robustness in Merton's model of intertemporal consumption and portfolio choice

Journal of Economic Dynamics and Control

Volumn 26, Issue 3, 2002, Pages 423-435

  Trojani, Fabio ^a   Vanini, Paolo ^b  

^a Neurocenter of Southern Switzerland and Department of Neurology   (Switzerland)

^b ECOFIN AG   (Switzerland)

Author keywords

Knightian uncertainty; Merton's model; Model contamination; Model misspecification; Robust decision making

Indexed keywords

EID: 5444254846     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(00)00054-3     Document Type: Article

References (12)

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