Utility maximization under model uncertainty in discrete time
Marcel Nutz
| Year of publication: |
April 2016
|
|---|---|
| Authors: | Nutz, Marcel |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 26.2016, 2, p. 252-268
|
| Subject: | Knightian uncertainty | nondominated model | utility maximization | Theorie | Theory | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Nutzen | Utility | Eigeninteresse | Self-interest | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12068 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011577139