Pages that link to "Item:Q3169107"

The following pages link to Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach (Q3169107):

Displaying 16 items.

• Hedging with small uncertainty aversion (Q503389) (← links)
• Worst-case portfolio optimization in discrete time (Q2009178) (← links)
• Optimal portfolios in the presence of stress scenarios a worst-case approach (Q2120596) (← links)
• Worst-case-optimal dynamic reinsurance for large claims (Q2391938) (← links)
• Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
• Worst-case optimal investment with a random number of crashes (Q2453936) (← links)
• Robust worst-case optimal investment (Q2516638) (← links)
• Optimal dynamic reinsurance with worst-case default of the reinsurer (Q2677949) (← links)
• Worst-case portfolio optimization with proportional transaction costs (Q2804001) (← links)
• OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY (Q5066294) (← links)
• Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach (Q5219546) (← links)
• LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889) (← links)
• MULTI-ASSET WORST-CASE OPTIMAL PORTFOLIOS (Q5384683) (← links)
• Strict local martingales and optimal investment in a Black–Scholes model with a bubble (Q5743124) (← links)
• OPTIMAL PORTFOLIO CHOICE WITH CRASH AND DEFAULT RISK (Q5866980) (← links)
• Time-consistent lifetime portfolio selection under smooth ambiguity (Q6099182) (← links)