Robust utility maximization, \(f\)-projections, and risk constraints. (Q3562484)
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scientific article; zbMATH DE number 5710695
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| English | Robust utility maximization, \(f\)-projections, and risk constraints. |
scientific article; zbMATH DE number 5710695 |
Statements
21 May 2010
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utility maximization
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model uncertainty
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\(f\)-divergences
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risk constraints
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0.8248021006584167
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0.8138988018035889
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0.8060953617095947
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0.8053040504455566
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0.8027710914611816
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