//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Decision under uncertainty"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Robust utility"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Decision under uncertainty
Theorie
8
Theory
8
Robust statistics
6
Robustes Verfahren
6
Portfolio selection
5
Portfolio-Management
5
Risiko
5
Risk
5
Robust utility maximization
5
Mathematical programming
4
Mathematische Optimierung
4
Entscheidung unter Unsicherheit
3
Nutzen
3
Stochastic process
3
Stochastischer Prozess
3
Utility
3
Ambiguity aversion
2
CAPM
2
Comonotone Pareto optimal allocations
2
Duality theory
2
Homothetic robust utility
2
Knightian uncertainty
2
Law invariance
2
Martingal
2
Martingale
2
Probabilistic sophistication
2
Robust utility
2
Variational preferences
2
Volatility
2
Volatilität
2
Weighted sup-convolution
2
Analysis
1
Bipolar theorem
1
Capital income
1
Consumption-investment problem
1
Cost of capital
1
Different borrowing and lending rates
1
Drift and volatility uncertainty
1
Dual optimization problem
1
more ...
less ...
Online availability
All
Undetermined
2
Free
1
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
3
Author
All
Batbold, Bolorsuvd
1
Kikuchi, Kentaro
1
Kusuda, Koji
1
Liang, Gechun
1
Neufeld, Ariel
1
Yang, Zhou
1
Zhou, Chao
1
Ṥikić, Mario
1
more ...
less ...
Published in...
All
Discussion paper series : discussion paper
1
Mathematical methods of operations research
1
Mathematics and financial economics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust control and CAPMs under a quadratic model with inflation-deflation risk
Batbold, Bolorsuvd
;
Kikuchi, Kentaro
;
Kusuda, Koji
-
2024
Persistent link: https://www.econbiz.de/10014549675
Saved in:
2
Nonconcave robust optimization with discrete strategies under Knightian uncertainty
Neufeld, Ariel
;
Ṥikić, Mario
- In:
Mathematical methods of operations research
90
(
2019
)
2
,
pp. 229-253
Persistent link: https://www.econbiz.de/10012132710
Saved in:
3
Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs
Yang, Zhou
;
Liang, Gechun
;
Zhou, Chao
- In:
Mathematics and financial economics
13
(
2019
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10012055851
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->