Pages that link to "Item:Q5743121"

The following pages link to Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121):

Displaying 17 items.

• Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
• Robust time-inconsistent stochastic control problems (Q1797115) (← links)
• Duality theory for robust utility maximisation (Q2049550) (← links)
• Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552) (← links)
• Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
• Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
• A varying terminal time mean-variance model (Q2124501) (← links)
• DeepSets and their derivative networks for solving symmetric PDEs (Q2148121) (← links)
• Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
• A McKean-Vlasov game of commodity production, consumption and trading (Q2171035) (← links)
• Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations (Q2332705) (← links)
• Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
• Continuous-time portfolio optimization for absolute return funds (Q2686278) (← links)
• Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
• An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
• Markov decision processes under model uncertainty (Q6146671) (← links)
• OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT (Q6182055) (← links)