Pages that link to "Item:Q2356557"
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The following pages link to Continuous-time portfolio selection under ambiguity (Q2356557):
Displaying 14 items.
- Probability maximization models for portfolio selection under ambiguity (Q623758) (← links)
- Reaching goals under ambiguity: continuous-time optimal portfolio selection (Q1640926) (← links)
- Continuous-time portfolio selection and option pricing under risk-minimization criterion in an incomplete market (Q1789776) (← links)
- Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325) (← links)
- Recursive utility optimization with concave coefficients (Q2001553) (← links)
- Dynamic portfolio selection with mispricing and model ambiguity (Q2018555) (← links)
- Portfolio inertia and epsilon-contaminations (Q2270213) (← links)
- Continuous-time mean-risk portfolio selection (Q2485325) (← links)
- Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
- A robust Markowitz mean-variance portfolio selection model with an intractable claim (Q2797756) (← links)
- (Q4442760) (← links)
- Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
- Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412) (← links)
- Dynamic Portfolio Selection Under Ambiguity in the $$\epsilon $$-Contaminated Binomial Model (Q6485240) (← links)