Pages that link to "Item:Q3561059"
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The following pages link to Robust portfolio selection under exponential preferences (Q3561059):
Displaying 7 items.
- Robust consumption-investment problem on infinite horizon (Q901248) (← links)
- Robust portfolio decisions for financial institutions (Q1714474) (← links)
- A note on the worst case approach for a market with a stochastic interest rate (Q4614223) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
- On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion (Q5391373) (← links)
- Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
