The following pages link to Anne Gundel (Q952686):
Displayed 5 items.
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- Robust utility maximization with limited downside risk in incomplete markets (Q2464861) (← links)
- Robust utility maximization for complete and incomplete markets (Q2488473) (← links)
- Robust projections in the class of martingale measures (Q2505477) (← links)
- (Q3562484) (← links)