Pages that link to "Item:Q2463705"
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The following pages link to Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705):
Displaying 50 items.
- Investment under duality risk measure (Q297406) (← links)
- Good deals and benchmarks in robust portfolio selection (Q322536) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Robust maximization of asymptotic growth (Q453248) (← links)
- Trade-off between robust risk measurement and market principles (Q493244) (← links)
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- Stable solutions for optimal reinsurance problems involving risk measures (Q635196) (← links)
- Optimal stopping with dynamic variational preferences (Q643275) (← links)
- Optimal arbitrage under model uncertainty (Q657697) (← links)
- Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830) (← links)
- Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
- Dual characterization of properties of risk measures on Orlicz hearts (Q841649) (← links)
- Investment behavior under ambiguity: the case of pessimistic decision makers (Q854112) (← links)
- Utility maximization under a shortfall risk constraint (Q952687) (← links)
- Stochastic intertemporal duality: an application to investment under uncertainty (Q956562) (← links)
- Risk management strategies via minimax portfolio optimization (Q992622) (← links)
- Optimal reinsurance with general risk measures (Q1023098) (← links)
- Extending pricing rules with general risk functions (Q1044131) (← links)
- On dynamic investment strategies (Q1583162) (← links)
- Robust expected utility maximization with medial limits (Q1633590) (← links)
- Alpha-robust mean-variance reinsurance-investment strategy (Q1656367) (← links)
- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility (Q1657206) (← links)
- Partial super-hedging of derivatives with model risk (Q1684775) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Exchanges and measures of risks (Q1938970) (← links)
- On admissible strategies in robust utility maximization (Q1938976) (← links)
- Robust utility maximizing strategies under model uncertainty and their convergence (Q2120607) (← links)
- Characterization of fully coupled FBSDE in terms of portfolio optimization (Q2184583) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Vigilant measures of risk and the demand for contingent claims (Q2347093) (← links)
- A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
- The duality of option investment strategies for hedge funds (Q2476989) (← links)
- Robust optimal control for a consumption-investment problem (Q2482684) (← links)
- ROBUST EXPONENTIAL HEDGING AND INDIFFERENCE VALUATION (Q3067765) (← links)
- EFFICIENT HEDGING OF EUROPEAN OPTIONS WITH ROBUST CONVEX LOSS FUNCTIONALS: A DUAL-REPRESENTATION FORMULA (Q3069959) (← links)
- ROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVES (Q3100750) (← links)
- RISK MEASURES ON ORLICZ HEARTS (Q3393968) (← links)
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity (Q3396376) (← links)
- Duality in a Problem of Static Partial Hedging under Convex Constraints (Q3456841) (← links)
- Robust optimization of consumption with random endowment (Q3541204) (← links)
- Update rules for convex risk measures (Q3605242) (← links)
- Optimal reinsurance under general law-invariant risk measures (Q4576840) (← links)
- Duality and optimality conditions in stochastic optimization and mathematical finance (Q4642612) (← links)
- INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- ROBUST UTILITY MAXIMIZATION IN A MULTIVARIATE FINANCIAL MARKET WITH STOCHASTIC DRIFT (Q5010073) (← links)
- Multivariate shortfall risk statistics with scenario analysis (Q5079264) (← links)
- Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences (Q5085847) (← links)
- Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization (Q5227410) (← links)
- SET-VALUED SHORTFALL AND DIVERGENCE RISK MEASURES (Q5357511) (← links)
