On utility maximization under model uncertainty in discrete‐time markets (Q6078434)
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scientific article; zbMATH DE number 7742855
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| English | On utility maximization under model uncertainty in discrete‐time markets |
scientific article; zbMATH DE number 7742855 |
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On utility maximization under model uncertainty in discrete‐time markets (English)
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27 September 2023
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discrete time
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model uncertainty
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optimal portfolio
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utility maximization
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0.903067946434021
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0.8955466151237488
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0.8523264527320862
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0.8303464651107788
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