OPTIMAL PORTFOLIO CHOICE WITH CRASH AND DEFAULT RISK (Q5866980): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+The robust Merton problem of an ambiguity averse investor
+Normal rank
@@ Property / cites work @@
+Portfolio optimization with a defaultable security
+Normal rank
@@ Property / cites work @@
+DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING
+Normal rank
@@ Property / cites work @@
+LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS
+Normal rank
@@ Property / cites work @@
+Q4211565
@@ Property / cites work: Q4211565 / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL PORTFOLIOS WITH DEFAULTABLE SECURITIES A FIRM VALUE APPROACH
+Normal rank
@@ Property / cites work @@
+MULTI-ASSET WORST-CASE OPTIMAL PORTFOLIOS
@@ Property / cites work: MULTI-ASSET WORST-CASE OPTIMAL PORTFOLIOS / rank @@
+Normal rank
@@ Property / cites work @@
+Worst-case scenario portfolio optimization: a new stochastic control approach
+Normal rank
@@ Property / cites work @@
+Optimal portfolios in the presence of stress scenarios a worst-case approach
+Normal rank
@@ Property / cites work @@
+OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY
+Normal rank
@@ Property / cites work @@
+Q3656697
@@ Property / cites work: Q3656697 / rank @@
+Normal rank
@@ Property / cites work @@
+On Worst-Case Portfolio Optimization
@@ Property / cites work: On Worst-Case Portfolio Optimization / rank @@
+Normal rank
@@ Property / cites work @@
+OPTIMAL PORTFOLIOS UNDER THE THREAT OF A CRASH
@@ Property / cites work: OPTIMAL PORTFOLIOS UNDER THE THREAT OF A CRASH / rank @@
+Normal rank
@@ Property / cites work @@
+Asset allocation with contagion and explicit bankruptcy procedures
+Normal rank
@@ Property / cites work @@
+Optimal consumption and portfolio choice with ambiguous interest rates and volatility
+Normal rank
@@ Property / cites work @@
+ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES
@@ Property / cites work: ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES / rank @@
+Normal rank
@@ Property / cites work @@
+A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
+Normal rank
@@ Property / cites work @@
+Optimal Investments for Robust Utility Functionals in Complete Market Models
+Normal rank
@@ Property / cites work @@
+Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024922500236
+Normal rank
@@ Property / OpenAlex ID @@
+W4288691778
@@ Property / OpenAlex ID: W4288691778 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5866980