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Search: subject:"Homothetic robust utility"
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Homothetic robust utility
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Regularized robust strategic asset allocation under stochastic variance-covariance of asset returns
Kikuchi, Kentaro
;
Kusuda, Koji
-
2024
Persistent link: https://www.econbiz.de/10014549549
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2
Robust control and CAPMs under a quadratic model with inflation-deflation risk
Batbold, Bolorsuvd
;
Kikuchi, Kentaro
;
Kusuda, Koji
-
2024
Persistent link: https://www.econbiz.de/10014549675
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Age-dependent robust strategic asset allocation with inflation-deflation hedging demand
Kikuchi, Kentaro
;
Kusuda, Koji
- In:
Mathematics and financial economics
18
(
2024
)
4
,
pp. 641-670
Persistent link: https://www.econbiz.de/10015189217
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