Pages that link to "Item:Q5085847"
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The following pages link to Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences (Q5085847):
Displaying 5 items.
- The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045) (← links)
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
- Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion (Q2661552) (← links)
- Optimal reinsurance under the \(\alpha\)-maxmin mean-variance criterion (Q2665856) (← links)
- Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)