Pages that link to "Item:Q3144059"
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The following pages link to Target achieving portfolio under model misspecification: quadratic optimization framework (Q3144059):
Displaying 7 items.
- Robust consumption-investment problem on infinite horizon (Q901248) (← links)
- Reaching goals under ambiguity: continuous-time optimal portfolio selection (Q1640926) (← links)
- Optimization of dynamic portfolio under model uncertainty (Q2924711) (← links)
- A note on the worst case approach for a market with a stochastic interest rate (Q4614223) (← links)
- Existence results for Isaacs equations with local conditions and related semilinear Cauchy problems (Q4963296) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)