Pages that link to "Item:Q2463705"
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The following pages link to Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705):
Displaying 9 items.
- UTILITY THEORY FRONT TO BACK — INFERRING UTILITY FROM AGENTS' CHOICES (Q5420698) (← links)
- Duality theory for optimal investments under model uncertainty (Q5476135) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
- Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
- Equilibrium investment with random risk aversion (Q6146680) (← links)
- Characterization of the Minimal Penalty of a Convex Risk Measure with Applications to Robust Utility Maximization for Lévy Models (Q6173305) (← links)
- A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)
- Optimal investment in ambiguous financial markets with learning (Q6554635) (← links)
- Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)