scientific article; zbMATH DE number 6379370

MaRDI QIDQ2933405zbMATH OpenFDO

Authors

Publication date 10 December 2014

zbMATH Keywords

identificationmathematical modelparametersportfolio diversification

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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(10)

• Theory of dynamic portfolio for survival under uncertainty
• Uncertain dynamics, correlation effects, and robust investment decisions
• Dynamic corporate investment and liquidity management under model uncertainty
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• A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome
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• Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens

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