scientific article; zbMATH DE number 7564067

MaRDI QIDQ5091397zbMATH OpenFDO

Authors Tsotne Kutalia, R. Tevzadze

Publication date 26 July 2022

Full work available at URL http://www.viam.science.tsu.ge/enl_ses/vol35/Kutalia_Tevzadze.pdf

zbMATH Keywords

binomial modelrobust optimization problem

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cited in

(2)

• Robust utility maximization under model uncertainty via a penalization approach
• scientific article; zbMATH DE number 5856148 (Why is no real title available?)

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