The following pages link to (Q3562485):
Displaying 10 items.
- Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals (Q522056) (← links)
- An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
- Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
- Robust consumption-investment problems with random market coefficients (Q1938991) (← links)
- Robust utility maximizing strategies under model uncertainty and their convergence (Q2120607) (← links)
- Pricing and hedging in incomplete markets with model uncertainty (Q2286877) (← links)
- Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
- Robust optimization of consumption with random endowment (Q3541204) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)