Pages that link to "Item:Q2463705"
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The following pages link to Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705):
Displayed 13 items.
- Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- Risk management strategies via minimax portfolio optimization (Q992622) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- Extending pricing rules with general risk functions (Q1044131) (← links)
- A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
- Robust optimal control for a consumption-investment problem (Q2482684) (← 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)
- RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity (Q3396376) (← links)
- Robust optimization of consumption with random endowment (Q3541204) (← links)
- Update rules for convex risk measures (Q3605242) (← links)