Reaching goals under ambiguity: continuous-time optimal portfolio selection (Q1640926): Difference between revisions

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+Xiao-Min Shi
@@ Property / author: Xiao-Min Shi / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2018.01.010
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@@ Property / OpenAlex ID @@
+W2789627108
@@ Property / OpenAlex ID: W2789627108 / rank @@
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@@ Property / cites work @@
+Stochastic Target Problems with Controlled Loss
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+Continuous-time portfolio selection under ambiguity
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