Pages that link to "Item:Q814888"
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The following pages link to Worst-case scenario portfolio optimization: a new stochastic control approach (Q814888):
Displaying 21 items.
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- Optimal portfolios: new variations of an old theme (Q1031945) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- Worst-case portfolio optimization in discrete time (Q2009178) (← links)
- Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty (Q2076903) (← links)
- Optimal portfolios in the presence of stress scenarios a worst-case approach (Q2120596) (← links)
- Consumption-investment problem with pathwise ambiguity under logarithmic utility (Q2323332) (← links)
- Worst-case-optimal dynamic reinsurance for large claims (Q2391938) (← links)
- Worst-case optimal investment with a random number of crashes (Q2453936) (← links)
- Robust optimal control for a consumption-investment problem (Q2482684) (← links)
- Worst-case scenario investment for insurers (Q2483943) (← links)
- Robust worst-case optimal investment (Q2516638) (← links)
- Worst-case portfolio optimization with proportional transaction costs (Q2804001) (← links)
- TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION (Q3161743) (← links)
- Risk minimizing portfolios and HJBI equations for stochastic differential games (Q3518568) (← links)
- Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
- LIFETIME CONSUMPTION AND INVESTMENT FOR WORST-CASE CRASH SCENARIOS (Q5245889) (← links)
- MULTI-ASSET WORST-CASE OPTIMAL PORTFOLIOS (Q5384683) (← links)
- CRASH HEDGING STRATEGIES AND WORST-CASE SCENARIO PORTFOLIO OPTIMIZATION (Q5483507) (← links)
- Relationship between maximum principle and dynamic programming for stochastic differential games of jump diffusions (Q5494488) (← links)
- OPTIMAL PORTFOLIO CHOICE WITH CRASH AND DEFAULT RISK (Q5866980) (← links)
