Pages that link to "Item:Q5476135"
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The following pages link to Duality theory for optimal investments under model uncertainty (Q5476135):
Displaying 24 items.
- Robust maximization of asymptotic growth (Q453248) (← links)
- Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- On admissible strategies in robust utility maximization (Q1938976) (← links)
- Optimal investments for the standard maximization problem with non-concave utility function in complete market model (Q2123128) (← links)
- Expected utility maximization problem under state constraints and model uncertainty (Q2278901) (← links)
- Robust utility maximization under convex portfolio constraints (Q2348619) (← links)
- A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
- Asymptotics of robust utility maximization (Q2428048) (← links)
- Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
- Robust optimal control for a consumption-investment problem (Q2482684) (← links)
- Robust Utility Maximization without Model Compactness (Q2797753) (← links)
- OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY (Q2986671) (← links)
- INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES (Q3008484) (← links)
- EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
- Risk Measures and Robust Optimization Problems (Q3424149) (← links)
- Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach (Q5219546) (← links)
- ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL (Q5247421) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
- Minimax identity with robust utility functional for a nonconcave utility (Q6157627) (← links)
- A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)
