Predictable forward utility processes under ambiguity
Jiale Du, Shuo Li, Fuguo Liu and Yufeng Shi
| Year of publication: |
2025
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| Authors: | Du, Jiale ; Li, Shuo ; Liu, Fuguo ; Shi, Yufeng |
| Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 12.2025, 2, Art.-No. 2550014, p. 1-16
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| Subject: | Portfolio selection | forward performance processes | binomial model | inverse investment problem | ambiguity model | Portfolio-Management | Entscheidung unter Unsicherheit | Decision under uncertainty | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution | Risikoaversion | Risk aversion | Erwartungsnutzen | Expected utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786325500148 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015550747