Pages that link to "Item:Q2799995"

The following pages link to Utility maximization under model uncertainty in discrete time (Q2799995):

Displaying 39 items.

• The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
• Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
• Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
• Discount-neutral utility models for denumerable time streams (Q1371440) (← links)
• Non-time additive utility optimization -- the case of certainty (Q1567179) (← links)
• No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach (Q1616836) (← links)
• Robust expected utility maximization with medial limits (Q1633590) (← links)
• Multiple-priors optimal investment in discrete time for unbounded utility function (Q1661573) (← links)
• Quantile hedging in a semi-static market with model uncertainty (Q1750394) (← links)
• Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
• Arbitrage concepts under trading restrictions in discrete-time financial markets (Q1996180) (← links)
• Robust utility maximisation in markets with transaction costs (Q1999599) (← links)
• Nonconcave robust optimization with discrete strategies under Knightian uncertainty (Q2009179) (← links)
• A unified framework for robust modelling of financial markets in discrete time (Q2049549) (← links)
• Robust utility maximization under model uncertainty via a penalization approach (Q2120592) (← links)
• No-arbitrage with multiple-priors in discrete time (Q2229558) (← links)
• On the asymptotic optimality of the comb strategy for prediction with expert advice (Q2240467) (← links)
• Conditional nonlinear expectations (Q2289810) (← links)
• Consumption-investment problem with pathwise ambiguity under logarithmic utility (Q2323332) (← links)
• Effective approximation methods for constrained utility maximization with drift uncertainty (Q2671440) (← links)
• Optimal investment under model uncertainty in nondominated models (Q2848566) (← links)
• Utility Maximization with Proportional Transaction Costs Under Model Uncertainty (Q3387921) (← links)
• Robust Utility Maximization in Discrete-Time Markets with Friction (Q4563374) (← links)
• Skorohod's Representation Theorem and Optimal Strategies for Markets with Frictions (Q4594521) (← links)
• ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES (Q4635032) (← links)
• <i>G</i>-expected utility maximization with ambiguous equicorrelation (Q4991082) (← links)
• OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY (Q5066294) (← links)
• Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences (Q5085847) (← links)
• (Q5091397) (← links)
• The Robust Superreplication Problem: A Dynamic Approach (Q5215985) (← links)
• Nonparametric Adaptive Robust Control under Model Uncertainty (Q6049374) (← links)
• Robust utility maximization with nonlinear continuous semimartingales (Q6051347) (← links)
• Convergence of utility indifference prices to the superreplication price in a multiple‐priors framework (Q6054138) (← links)
• Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
• The insider trading problem in a jump-binomial model (Q6067797) (← links)
• On utility maximization under model uncertainty in discrete‐time markets (Q6078434) (← links)
• V@R representation theorems in ambiguous frameworks (Q6574568) (← links)
• A conditional version of the second fundamental theorem of asset pricing in discrete time (Q6581628) (← links)
• On robust fundamental theorems of asset pricing in discrete time (Q6585783) (← links)