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~type_genre:"Aufsatz in Zeitschrift"
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1
Robust
utility
maximization with nonlinear continuous semimartingales
Criens, David
;
Niemann, Lars
- In:
Mathematics and financial economics
17
(
2023
)
3
,
pp. 499-536
Persistent link: https://www.econbiz.de/10014381096
Saved in:
2
Duality theory for
robust
utility
maximisation
Bartl, Daniel
;
Kupper, Michael
;
Neufeld, Ariel
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 469-503
Persistent link: https://www.econbiz.de/10012585983
Saved in:
3
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:
4
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:
5
Who would invest only in the risk-free asset?
Azevedo, N.
;
Pinheiro, D.
;
Xanthopoulos, S. Z.
; …
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011923046
Saved in:
6
Robust
utility
maximization in nondominated models with 2BSDE : the uncertain volatility model
Matoussi, Anis
;
Possamaï, Dylan
;
Zhou, Chao
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 258-287
Persistent link: https://www.econbiz.de/10011350647
Saved in:
7
Comonotone Pareto optimal allocations for law invariant robust utilities on L 1
Ravanelli, Claudia
;
Svindland, Gregor
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 249-269
Persistent link: https://www.econbiz.de/10010235452
Saved in:
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