Duality Theory for Optimal Investments under Model Uncertainty
Year of publication: |
2005-09-02
|
---|---|
Authors: | Schied, Alexander ; Wu, Ching-Tang |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Investitionstheorie | Unsicherheit | Stochastisches Modell |
Extent: | 436224 bytes 22 p. application/pdf |
---|---|
Series: | Diskussionspapier ; 2005-025 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Employment of capital, capital investment planning and estimate of investment profitability ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
-
Optimal Investments for Risk- and Ambiguity-Averse Preferences: A Duality Approach
Schied, Alexander, (2006)
-
Studienbuch Finanzierung und Investition
Schäfer, Dorothea, (1998)
-
Asymmetry and uncertainty in capital formation: an application to oil investment
Mohn, Klaus, (2008)
- More ...
-
Robust Maximization of Consumption with Logarithmic Utility
Hernández-Hernández, Daniel, (2007)
-
HernándezHernández, Daniel, (2006)
-
Robust Utility Maximization in a Stochastic Factor Model
HernándezHernández, Daniel, (2006)
- More ...