Pages that link to "Item:Q2463705"

The following pages link to Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705):

Displaying 38 items.

• Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
• Probabilistic aspects of finance (Q373529) (← links)
• Robust maximization of asymptotic growth (Q453248) (← links)
• Trade-off between robust risk measurement and market principles (Q493244) (← links)
• Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
• Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
• Optimal stopping with dynamic variational preferences (Q643275) (← links)
• Optimal arbitrage under model uncertainty (Q657697) (← links)
• Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
• Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
• Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
• Utility maximization under a shortfall risk constraint (Q952687) (← links)
• Risk management strategies via minimax portfolio optimization (Q992622) (← links)
• Optimal reinsurance with general risk measures (Q1023098) (← links)
• Extending pricing rules with general risk functions (Q1044131) (← links)
• Robust expected utility maximization with medial limits (Q1633590) (← links)
• Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
• Partial super-hedging of derivatives with model risk (Q1684775) (← links)
• Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
• Exchanges and measures of risks (Q1938970) (← links)
• On admissible strategies in robust utility maximization (Q1938976) (← links)
• Robust utility maximizing strategies under model uncertainty and their convergence (Q2120607) (← links)
• Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← links)
• Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
• Vigilant measures of risk and the demand for contingent claims (Q2347093) (← links)
• A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
• Robust optimal control for a consumption-investment problem (Q2482684) (← links)
• ROBUST EXPONENTIAL HEDGING AND INDIFFERENCE VALUATION (Q3067765) (← links)
• EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
• ROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVES (Q3100750) (← links)
• RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
• Optimal Portfolio Choice Based on α-MEU Under Ambiguity (Q3396376) (← links)
• Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
• INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)
• Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
• Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
• Equilibrium investment with random risk aversion (Q6146680) (← links)
• A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)