Pages that link to "Item:Q6054412"
From MaRDI portal
The following pages link to Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412):
Displaying 7 items.
- Signal-to-noise matrix and model reduction in continuous-time hidden Markov models (Q2148921) (← links)
- Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
- Markov decision processes under model uncertainty (Q6146671) (← links)
- Online portfolio selection with state-dependent price estimators and transaction costs (Q6168616) (← links)
- Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)