Pages that link to "Item:Q1424721"
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The following pages link to Robust control and recursive utility (Q1424721):
Displaying 37 items.
- Uncertainty and inside information (Q261231) (← links)
- Sharing risk and ambiguity (Q449190) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- The worst case for real options (Q613589) (← links)
- 44th seminar on probability. Including papers from the `Journées de Probabilités', Dijon, France, June 2010 (Q660368) (← links)
- Dynamic choice with constant source-dependent relative risk aversion (Q889253) (← links)
- Well-posedness and regularity of backward stochastic Volterra integral equations (Q948934) (← links)
- On the relation between robust and Bayesian decision making (Q953704) (← links)
- Robust portfolio decisions for financial institutions (Q1714474) (← links)
- Generalized stochastic differential utility and preference for information (Q1769427) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325) (← links)
- Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
- Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
- Estimating robustness (Q2067408) (← links)
- A generalized stochastic differential utility driven by \(G\)-Brownian motion (Q2190068) (← links)
- Generalized entropic risk measures and related BSDEs (Q2244447) (← links)
- Expected utility maximization problem under state constraints and model uncertainty (Q2278901) (← links)
- Robust utility maximization under convex portfolio constraints (Q2348619) (← links)
- Continuous-time portfolio selection under ambiguity (Q2356557) (← links)
- Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
- Backward stochastic Volterra integral equations and some related problems (Q2495382) (← links)
- Dynamic variational preferences (Q2496226) (← links)
- Robust control and model misspecification (Q2496228) (← links)
- Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
- Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
- Asset prices with locally constrained-entropy recursive multiple-priors utility (Q2654421) (← links)
- OPTIMAL STOCHASTIC CONTROL PROBLEM UNDER MODEL UNCERTAINTY WITH NONENTROPY PENALTY (Q2986671) (← links)
- Adaptive Robust Control under Model Uncertainty (Q3121333) (← links)
- ROBUST DYNAMIC PRICING OVER INFINITE HORIZON IN THE PRESENCE OF MODEL UNCERTAINTY (Q3406727) (← links)
- ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL (Q5247421) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- Pricing Principle via Tsallis Relative Entropy in Incomplete Markets (Q5886365) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
- Optimal investment in ambiguous financial markets with learning (Q6554635) (← links)
- The perturbation method applied to a robust optimization problem with constraint (Q6594801) (← links)
- Age-dependent robust strategic asset allocation with inflation-deflation hedging demand (Q6655910) (← links)
