Pages that link to "Item:Q2464861"
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The following pages link to Robust utility maximization with limited downside risk in incomplete markets (Q2464861):
Displayed 5 items.
- Portfolio insurance under a risk-measure constraint (Q654812) (← links)
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
- MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS (Q3393979) (← links)
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity (Q3396376) (← links)