Exponential utility maximization under model uncertainty for unbounded endowments (Q670752): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:55, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponential utility maximization under model uncertainty for unbounded endowments |
scientific article |
Statements
Exponential utility maximization under model uncertainty for unbounded endowments (English)
0 references
20 March 2019
0 references
utility maximization
0 references
robust finance
0 references
duality
0 references
dynamic programming
0 references
