//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Kupper, Michael"
~person:"Lance, Sergio H."
~subject:"Robust utility maximisation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Duales Optimierungsproblem"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Robust utility maximisation
Dual optimization problem
3
Duales Optimierungsproblem
3
Theorie
2
Theory
2
Aggregation
1
Bipolar theorem
1
Data aggregation
1
Drift and volatility uncertainty
1
Duality theory
1
Hedging
1
Martingal
1
Martingale
1
Martingale measures σ-compactness
1
Mathematical programming
1
Mathematische Optimierung
1
Measurement
1
Messung
1
Monte Carlo simulation
1
Monte Carlo simulations
1
Monte-Carlo-Simulation
1
Nutzen
1
Pathwise superhedging
1
Pricing-hedging duality
1
Production theory
1
Produktionstheorie
1
Risiko
1
Risk
1
Robust statistics
1
Robustes Verfahren
1
Semi-static hedging
1
Statistical error
1
Statistischer Fehler
1
Utility
1
Vovk’s outer measure
1
duality theory
1
endogeneity
1
firm heterogeneity
1
measurement error
1
omitted variables
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Kupper, Michael
Lance, Sergio H.
Bartl, Daniel
1
Neufeld, Ariel
1
Published in...
All
Finance and stochastics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Duality theory for robust utility maximisation
Bartl, Daniel
;
Kupper, Michael
;
Neufeld, Ariel
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 469-503
Persistent link: https://www.econbiz.de/10012585983
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->