Pages that link to "Item:Q2120592"
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The following pages link to Robust utility maximization under model uncertainty via a penalization approach (Q2120592):
Displaying 10 items.
- Robust expected utility maximization with medial limits (Q1633590) (← links)
- Effective approximation methods for constrained utility maximization with drift uncertainty (Q2671440) (← links)
- Robust utility maximization in a stochastic factor model (Q3417653) (← links)
- Portfolio optimization with a prescribed terminal wealth distribution (Q5068093) (← links)
- (Q5091397) (← links)
- Stochastic streamflow and dissolved silica dynamics with application to the worst-case long-run evaluation of water environment (Q6050362) (← links)
- Limit equations of adaptive Erlangization and their application to environmental management (Q6052338) (← links)
- Optimal asset allocation under search frictions and stochastic interest rate (Q6110871) (← links)
- Markov decision processes under model uncertainty (Q6146671) (← links)
- Characterization of the Minimal Penalty of a Convex Risk Measure with Applications to Robust Utility Maximization for Lévy Models (Q6173305) (← links)
