The following pages link to (Q3656697):
Displayed 7 items.
- Worst-case portfolio optimization in discrete time (Q2009178) (← links)
- Optimal portfolios in the presence of stress scenarios a worst-case approach (Q2120596) (← links)
- Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
- Optimal decision on dynamic insurance price and investment portfolio of an insurer (Q2442539) (← links)
- OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY (Q5066294) (← links)
- MULTI-ASSET WORST-CASE OPTIMAL PORTFOLIOS (Q5384683) (← links)
- OPTIMAL PORTFOLIO CHOICE WITH CRASH AND DEFAULT RISK (Q5866980) (← links)