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  • Search: subject:"Homothetic robust utility"
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Year of publication
Subject
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Homothetic robust utility 3 Robust statistics 3 Robustes Verfahren 3 Stochastic process 3 Stochastischer Prozess 3 Theorie 3 Theory 3 Inflation 2 Portfolio selection 2 Portfolio-Management 2 Risiko 2 Risk 2 Stochastic inflation 2 Stochastic volatility 2 Volatility 2 Volatilität 2 Age effect 1 CAPM 1 Capital income 1 Consumption-investment problem 1 Dynamic asset allocation 1 Hedging 1 Inflation-deflation risk 1 Kapitaleinkommen 1 Nutzen 1 Regularization 1 Stochastic differential utility 1 Stochastic variance-covariance 1 Utility 1
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Online availability
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Free 2 Undetermined 1
Type of publication
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Book / Working Paper 2 Article 1
Type of publication (narrower categories)
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Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Working Paper 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 3
Author
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Kikuchi, Kentaro 3 Kusuda, Koji 3 Batbold, Bolorsuvd 1
Published in...
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Discussion paper series : discussion paper 2 Mathematics and financial economics 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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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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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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Cover Image
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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