Robust utility maximizing strategies under model uncertainty and their convergence (Q2120607)
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scientific article; zbMATH DE number 7501346
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| default for all languages | No label defined |
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| English | Robust utility maximizing strategies under model uncertainty and their convergence |
scientific article; zbMATH DE number 7501346 |
Statements
Robust utility maximizing strategies under model uncertainty and their convergence (English)
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1 April 2022
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portfolio optimization
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drift uncertainty
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minimax theorems
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diversification
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0.8479472994804382
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0.8290384411811829
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0.8278747797012329
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0.8226196765899658
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0.8225082755088806
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