Robust utility maximizing strategies under model uncertainty and their convergence (Q2120607)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust utility maximizing strategies under model uncertainty and their convergence |
scientific article |
Statements
Robust utility maximizing strategies under model uncertainty and their convergence (English)
0 references
1 April 2022
0 references
portfolio optimization
0 references
drift uncertainty
0 references
minimax theorems
0 references
diversification
0 references
0 references
0 references
0 references
