Robust Preferences and Robust Portfolio Choice
type: Item
instance of: scholarly article
title: Robust Preferences and Robust Portfolio Choice
zbMATH Open document ID: 1180.91274
DOI: 10.1016/S1570-8659(08)00002-1
author: Alexander Schied
author: Hans Föllmer
author: Stefan Weber
published in: Special Volume: Mathematical Modeling and Numerical Methods in Finance
publication date: 2009-06-05T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91-02
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5562303
zbMATH Keywords: portfolio risk measure
zbMATH Keywords: utility functional
zbMATH Keywords: complete market
zbMATH Keywords: capacity theory
zbMATH Keywords: incomplete market
zbMATH Keywords: stochastic control
zbMATH Keywords: BSDE
zbMATH Keywords: equilibrium
MaRDI profile type: Publication
full work available at URL: s1570-8659(08)00002-1
OpenAlex ID: W1916820605
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description: scientific article