Optimal Investments for Robust Utility Functionals in Complete Market Models (Q5704248)
From MaRDI portal
scientific article; zbMATH DE number 2228412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal Investments for Robust Utility Functionals in Complete Market Models |
scientific article; zbMATH DE number 2228412 |
Statements
Optimal Investments for Robust Utility Functionals in Complete Market Models (English)
0 references
11 November 2005
0 references
robust utility functional
0 references
utility maximization
0 references
Knightian uncertainty
0 references
robust Savage representation
0 references
least favorable measure
0 references
uncertain drift
0 references
Huber-Strassen theory
0 references
