Target achieving portfolio under model misspecification: quadratic optimization framework (Q3144059)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Target achieving portfolio under model misspecification: quadratic optimization framework |
scientific article |
Statements
Target achieving portfolio under model misspecification: quadratic optimization framework (English)
0 references
6 December 2012
0 references
robust control
0 references
stochastic differential games
0 references
model uncertainty
0 references
quadratic optimization
0 references
quadratic hedging
0 references
Knightian uncertainty
0 references
