Pages that link to "Item:Q2348619"
From MaRDI portal
The following pages link to Robust utility maximization under convex portfolio constraints (Q2348619):
Displaying 12 items.
- Robust portfolio optimization: a conic programming approach (Q453610) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Robust consumption portfolio optimization with stochastic differential utility (Q2065170) (← links)
- Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation (Q2123124) (← links)
- Expected utility maximization problem under state constraints and model uncertainty (Q2278901) (← links)
- Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
- Robust optimal control for a consumption-investment problem (Q2482684) (← links)
- Portfolio optimization under nonlinear utility (Q2816959) (← links)
- Robust utility maximization in a stochastic factor model (Q3417653) (← links)
- Stability Analysis of Optimization Problems with $k$th order stochastic and distributionally robust dominance constraints induced by full random recourse (Q4641665) (← links)
- <i>G</i>-expected utility maximization with ambiguous equicorrelation (Q4991082) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
