Pages that link to "Item:Q3631184"
From MaRDI portal
The following pages link to Robust Preferences and Robust Portfolio Choice (Q3631184):
Displaying 33 items.
- The maximum maximum of a martingale with given \(n\) marginals (Q259564) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Comonotone Pareto optimal allocations for law invariant robust utilities on \(L^1\) (Q471182) (← links)
- The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
- Dynamic robust duality in utility maximization (Q519879) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Conditional value-at-risk in portfolio optimization: coherent but fragile (Q635502) (← links)
- Optimal stopping with dynamic variational preferences (Q643275) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility (Q690974) (← links)
- Optimal consumption and portfolio choice with ambiguous interest rates and volatility (Q825169) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Multiple-priors optimal investment in discrete time for unbounded utility function (Q1661573) (← links)
- Partial super-hedging of derivatives with model risk (Q1684775) (← links)
- Optimal initial capital induced by the optimized certainty equivalent (Q1735038) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Continuity properties of law-invariant (quasi-)convex risk functions on \(L^{\infty}\) (Q1932531) (← links)
- Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
- Forward-backward stochastic differential games and stochastic control under model uncertainty (Q2247914) (← links)
- Expected utility maximization problem under state constraints and model uncertainty (Q2278901) (← links)
- Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model (Q2358467) (← links)
- Robust worst-case optimal investment (Q2516638) (← links)
- Compactness in spaces of inner regular measures and a general portmanteau lemma (Q2518346) (← links)
- ROBUST EXPONENTIAL HEDGING AND INDIFFERENCE VALUATION (Q3067765) (← links)
- Star-Shaped Risk Measures (Q5058029) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
- Preference robust state-dependent distortion risk measure on act space and its application in optimal decision making (Q6060555) (← links)
- On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)
- Equilibrium investment with random risk aversion (Q6146680) (← links)
- Risk measures under model uncertainty: a Bayesian viewpoint (Q6147108) (← links)
- Distributionally robust reinsurance with expectile (Q6163458) (← links)
- A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)
