Pages that link to "Item:Q3417653"

The following pages link to Robust utility maximization in a stochastic factor model (Q3417653):

Displaying 29 items.

• Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
• The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
• Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
• Robust consumption-investment problem on infinite horizon (Q901248) (← links)
• Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients (Q930670) (← links)
• Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
• Robust consumption-investment problems with random market coefficients (Q1938991) (← links)
• Optimal consumption and investment for markets with random coefficients (Q1945049) (← links)
• Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
• Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
• Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
• A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
• Asymptotics of robust utility maximization (Q2428048) (← links)
• Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
• Robust optimal control for a consumption-investment problem (Q2482684) (← links)
• Robust utility maximization with unbounded random endowment (Q3000047) (← links)
• OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY (Q3122036) (← links)
• Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
• Risk minimizing portfolios and HJBI equations for stochastic differential games (Q3518568) (← links)
• Robust optimization of consumption with random endowment (Q3541204) (← links)
• A maximum principle for controlled stochastic factor model (Q4554102) (← links)
• A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
• OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY (Q5066294) (← links)
• Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences (Q5085847) (← links)
• Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
• Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
• Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
• A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)
• Optimal investment and consumption with forward preferences and uncertain parameters (Q6543812) (← links)