Optimal Investments for Robust Utility Functionals in Complete Market Models (Q5704248): Difference between revisions
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Revision as of 23:58, 5 March 2024
scientific article; zbMATH DE number 2228412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investments for Robust Utility Functionals in Complete Market Models |
scientific article; zbMATH DE number 2228412 |
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Optimal Investments for Robust Utility Functionals in Complete Market Models (English)
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11 November 2005
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robust utility functional
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utility maximization
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Knightian uncertainty
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robust Savage representation
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least favorable measure
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uncertain drift
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Huber-Strassen theory
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