Pages that link to "Item:Q5085847"
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The following pages link to Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences (Q5085847):
Displaying 9 items.
- More on random utility models with bounded ambiguity (Q1744212) (← links)
- The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045) (← links)
- Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258) (← links)
- Ambiguity aversion in the small and in the large for weighted linear utility (Q2276856) (← links)
- Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion (Q2661552) (← links)
- Optimal reinsurance under the \(\alpha\)-maxmin mean-variance criterion (Q2665856) (← links)
- Robustness and Ambiguity Aversion in General Equilibrium * (Q4672035) (← links)
- <i>G</i>-expected utility maximization with ambiguous equicorrelation (Q4991082) (← links)
- Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
