Duality theory for optimal investments under model uncertainty (Q5476135): Difference between revisions
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Revision as of 21:33, 5 March 2024
scientific article; zbMATH DE number 5036940
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Duality theory for optimal investments under model uncertainty |
scientific article; zbMATH DE number 5036940 |
Statements
Duality theory for optimal investments under model uncertainty (English)
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29 June 2006
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portfolio optimization, model uncertainty, Knightian uncertainty, coherent risk measures, convex duality
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