Robust utility maximization under convex portfolio constraints (Q2348619): Difference between revisions

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-.1007/s00245-014-9259-z
@@ Property / DOI: 10.1007/s00245-014-9259-z / rank @@
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@@ Property / arXiv ID @@
+.0872
@@ Property / arXiv ID: 1307.0872 / rank @@
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@@ Property / cites work @@
+Q5436596
@@ Property / cites work: Q5436596 / rank @@
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@@ Property / cites work @@
+Convex duality in constrained portfolio optimization
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+Maximization of Recursive Utilities: A Dynamic Maximum Principle Approach
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+Convex Analysis
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@@ Property / DOI @@
+.1007/S00245-014-9259-Z
@@ Property / DOI: 10.1007/S00245-014-9259-Z / rank @@
+Normal rank