The following pages link to (Q5718847):
Displaying 6 items.
- Worst-case scenario portfolio optimization: a new stochastic control approach (Q814888) (← links)
- Optimal portfolios: new variations of an old theme (Q1031945) (← links)
- Optimal portfolios in the presence of stress scenarios a worst-case approach (Q2120596) (← links)
- Worst-case scenario investment for insurers (Q2483943) (← links)
- Optimal Investment for Worst-Case Crash Scenarios: A Martingale Approach (Q3169107) (← links)
- A note on the worst case approach for a market with a stochastic interest rate (Q4614223) (← links)