Robust utility maximization with limited downside risk in incomplete markets (Q2464861): Difference between revisions
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Revision as of 21:08, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust utility maximization with limited downside risk in incomplete markets |
scientific article |
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Robust utility maximization with limited downside risk in incomplete markets (English)
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17 December 2007
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robust utility maximization
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optimal portfolio choice
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utility-based shortfall risk
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convex risk measures
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semimartingales
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