Pages that link to "Item:Q5010073"
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The following pages link to ROBUST UTILITY MAXIMIZATION IN A MULTIVARIATE FINANCIAL MARKET WITH STOCHASTIC DRIFT (Q5010073):
Displaying 5 items.
- Robust utility maximizing strategies under model uncertainty and their convergence (Q2120607) (← links)
- Effective approximation methods for constrained utility maximization with drift uncertainty (Q2671440) (← links)
- Robust utility maximization in a stochastic factor model (Q3417653) (← links)
- Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets (Q6054387) (← links)
- OPTIMAL INVESTMENT UNDER PARTIAL INFORMATION AND ROBUST VAR-TYPE CONSTRAINT (Q6182055) (← links)