Robust utility maximisation with intractable claims
Yunhong Li, Zuo Quan Xu, Xun Yu Zhou
| Year of publication: |
2023
|
|---|---|
| Authors: | Li, Yunhong ; Xu, Zuo Quan ; Zhou, Xun Yu |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 27.2023, 4, p. 985-1015
|
| Subject: | Calculus of variations | Intractable claim | Quantile formulation | Rank-dependent utility | Robust model | Variational inequalities | Theorie | Theory | Nutzen | Utility | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-023-00512-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014426411