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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Optimal stochastic control problem under model uncertainty with nonentropy penalty
Faidi, Wahid
;
Matoussi, Anis
;
Mnif, Mohamed
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011686954
Saved in:
2
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
3
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
4
Optimal trading strategy with partial information and the value of information : the simplified and generalized models
Yang, Zhaojun
;
Ma, Chaoqun
- In:
International journal of theoretical and applied finance
4
(
2001
)
5
,
pp. 759-772
Persistent link: https://www.econbiz.de/10001612217
Saved in:
5
Mixture of consistent stochastic utilities, and a priori randomness
Mrad, Mohamed
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650235
Saved in:
6
Uncertainty versus randomness : minimizing model dependence
Wilmott, Paul
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 493-500
Persistent link: https://www.econbiz.de/10001523034
Saved in:
7
Robust utility maximization in a multivariate financial market with stochastic drift
Sass, Jörn
;
Westphal, Dorothee
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652713
Saved in:
8
Super-hedging American options with semi-static trading strategies under model uncertainty
Bayraktar, Erhan
;
Zhou, Zhou
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011734088
Saved in:
9
Utility theory front to back-inferring utility from agents' choices
Cox, Alexander M. G.
;
Hobson, David G.
;
Obłój, Jan
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10010364759
Saved in:
10
Model performance measures for leveraged investors
Friedman, Craig
;
Sandow, Sven
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 541-554
Persistent link: https://www.econbiz.de/10002171463
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