Optimal investments for risk- and ambiguity-averse preferences: a duality approach
| Year of publication: |
2007
|
|---|---|
| Authors: | Schied, Alexander |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 11.2007, 1, p. 107-129
|
| Publisher: |
Springer |
| Subject: | Model uncertainty | Ambiguity | Convex risk measures | Optimal investments | Duality theory |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005166859