Target achieving portfolio under model misspecification: quadratic optimization framework (Q3144059)
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scientific article; zbMATH DE number 6113302
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| default for all languages | No label defined |
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| English | Target achieving portfolio under model misspecification: quadratic optimization framework |
scientific article; zbMATH DE number 6113302 |
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Target achieving portfolio under model misspecification: quadratic optimization framework (English)
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6 December 2012
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robust control
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stochastic differential games
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model uncertainty
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quadratic optimization
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quadratic hedging
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Knightian uncertainty
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0.8059836030006409
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0.7660434246063232
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0.7640184164047241
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0.7610294222831726
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0.757845938205719
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