Pages that link to "Item:Q5474995"
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The following pages link to Ambiguity, Risk, and Asset Returns in Continuous Time (Q5474995):
Displaying 50 items.
- A Dynkin game under Knightian uncertainty (Q255509) (← links)
- Induced uncertainty, market price of risk, and the dynamics of consumption and wealth (Q281331) (← links)
- Strong laws of large numbers for sub-linear expectations (Q295129) (← links)
- Global minimum variance portfolio optimisation under some model risk: a robust regression-based approach (Q319341) (← links)
- \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications (Q321236) (← links)
- Robust optimal investment and reinsurance of an insurer under variance premium principle and default risk (Q333902) (← links)
- A strong law of large numbers for sub-linear expectation under a general moment condition (Q334052) (← links)
- Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- Optimal consumption-leisure, portfolio and retirement selection based on \(\alpha\)-maxmin expected CES utility with ambiguity (Q376839) (← links)
- An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
- Financial markets with volatility uncertainty (Q406259) (← links)
- Fuzzy logic-based generalized decision theory with imperfect information (Q454977) (← links)
- On existence and uniqueness of solutions to uncertain backward stochastic differential equations (Q462275) (← links)
- The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
- The role of intuition and reasoning in driving aversion to risk and ambiguity (Q490083) (← links)
- Regular economies with ambiguity aversion (Q492863) (← links)
- The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Portfolio selections under mean-variance preference with multiple priors for means and variances (Q525212) (← links)
- Incomplete markets, ambiguity, and irreversible investment (Q543804) (← links)
- Robustness and ambiguity in continuous time (Q548261) (← links)
- Stopping times and related Itô's calculus with \(G\)-Brownian motion (Q550162) (← links)
- Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (Q607277) (← links)
- The worst case for real options (Q613589) (← links)
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470) (← links)
- Inf-convolution of \(G\)-expectations (Q625814) (← links)
- Risk, uncertainty, and option exercise (Q631243) (← links)
- Dynamic portfolio choice under ambiguity and regime switching mean returns (Q631261) (← links)
- Maximum principle for differential games of forward-backward stochastic systems with applications (Q640986) (← links)
- Informational efficiency with ambiguous information (Q641824) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
- Robust consumption and portfolio choice for time varying investment opportunities (Q666461) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
- The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483) (← links)
- Properties of minimal mathematical expectations (Q812740) (← links)
- Optimal consumption and portfolio choice with ambiguous interest rates and volatility (Q825169) (← links)
- Jensen's inequality for \(g\)-expectations in general filtration spaces (Q826705) (← links)
- A dynamic mechanism and surplus extraction under ambiguity (Q840688) (← links)
- Generalized Peng's \(g\)-expectations and related properties (Q844869) (← links)
- Numerical approach to asset pricing models with stochastic differential utility (Q853855) (← links)
- Jensen's inequality for backward stochastic differential equations (Q867437) (← links)
- Dynamic choice with constant source-dependent relative risk aversion (Q889253) (← links)
- \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
- Jensen's inequality for filtration consistent nonlinear expectation without domination condition (Q932335) (← links)
- A two-person dynamic equilibrium under ambiguity (Q951358) (← links)
- Asset allocation with distorted beliefs and transaction costs (Q953450) (← links)
