Pages that link to "Item:Q2726707"
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The following pages link to Optimal mean-variance robust hedging under asset price model misspecification (Q2726707):
Displaying 5 items.
- Robust utility maximization for a diffusion market model with misspecified coefficients (Q354194) (← links)
- Tractable hedging: An implementation of robust hedging strategies (Q959656) (← links)
- Optimal robust mean-variance hedging in incomplete financial markets (Q2255960) (← links)
- Robust mean-variance hedging and pricing of contingent claims in a one period model (Q2892982) (← links)
- Challenging the robustness of optimal portfolio investment with moving average-based strategies (Q4628039) (← links)