Pages that link to "Item:Q2372460"

The following pages link to A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460):

Displaying 21 items.

• Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
• Vector majorization and a robust option replacement trading strategy (Q931422) (← links)
• Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
• Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
• Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty (Q2029786) (← links)
• Characterization of the value process in robust efficient hedging (Q2247915) (← links)
• Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
• Robust optimal control for a consumption-investment problem (Q2482684) (← links)
• Robust Utility Maximization without Model Compactness (Q2797753) (← links)
• ROBUST EXPONENTIAL HEDGING AND INDIFFERENCE VALUATION (Q3067765) (← links)
• EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
• Optimal Portfolio Choice Based on α-MEU Under Ambiguity (Q3396376) (← links)
• Risk minimizing portfolios and HJBI equations for stochastic differential games (Q3518568) (← links)
• Robust optimization of consumption with random endowment (Q3541204) (← links)
• A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
• Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
• Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
• Dynamic semiparametric factor models in risk neutral density estimation (Q5962990) (← links)
• Minimax identity with robust utility functional for a nonconcave utility (Q6157627) (← links)