Robust utility maximization under convex portfolio constraints (Q2348619): Difference between revisions
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Revision as of 17:16, 11 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust utility maximization under convex portfolio constraints |
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Robust utility maximization under convex portfolio constraints (English)
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15 June 2015
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utility maximization
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backward stochastic differential equations
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recursive utility
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model uncertainty
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robust control
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maximum principle
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forward-backward system
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