Narrow search
Showing 1 - 10 of 20,851
Cover Image
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid - In: Finance and stochastics 21 (2017) 2, pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
Cover Image
Utility maximization with proportional transaction costs under model uncertainty
Deng, Shuoqing; Tan, Xiaolu; Yu, Xiang - In: Mathematics of operations research 45 (2020) 4, pp. 1210-1236
Persistent link: https://www.econbiz.de/10012319659
Cover Image
Optimal investment in ambiguous financial markets with learning
Bäuerle, Nicole; Mahayni, Antje - In: European journal of operational research : EJOR 315 (2024) 1, pp. 393-410
Persistent link: https://www.econbiz.de/10014562844
Cover Image
General dual measures of riskiness
Schulze, Klaas - In: Theory and decision : an international journal for … 78 (2015) 2, pp. 289-304
Persistent link: https://www.econbiz.de/10010513819
Cover Image
Multi-period portfolio selection with no-shorting constraints : duality analysis
Qi, Jun; Yi, Lan - In: Journal of mathematical finance 7 (2017) 3, pp. 751-768
Persistent link: https://www.econbiz.de/10011752542
Cover Image
Investment under duality risk measure
Xu, Zuo Quan - In: European journal of operational research : EJOR 239 (2014) 3, pp. 786-793
Persistent link: https://www.econbiz.de/10010411499
Cover Image
The design of pension pay out options when the health status during retirement is uncertain
Kifmann, Mathias - In: Journal of public economic theory 12 (2010) 1, pp. 127-149
Persistent link: https://www.econbiz.de/10003946600
Cover Image
Robust consumption and portfolio choice for time varying investment opportunities
Liu, Hening - In: Annals of finance 6 (2010) 4, pp. 435-454
Persistent link: https://www.econbiz.de/10008652613
Cover Image
Robust consumption decisions under ambiguity for regime switching mean returns
Liu, Hening - 2009
concern about model uncertainty decreases the total demand for equities largely depends on risk aversion and the attitude … toward intertemporal substitution. When the elasticity of intertemporal substitution (EIS) is about one and risk aversion is …
Persistent link: https://www.econbiz.de/10003987303