Showing 1 - 10 of 19,742
dynamics and the factor process. Our method combines two recent advances in the theory of optimal investments: the general … duality theory for robust utility maximization and the stochastic control approach to the dual problem of determining optimal …
Persistent link: https://www.econbiz.de/10003324220
Persistent link: https://www.econbiz.de/10012297507
Persistent link: https://www.econbiz.de/10000784631
Persistent link: https://www.econbiz.de/10001766070
Persistent link: https://www.econbiz.de/10001788632
Persistent link: https://www.econbiz.de/10002395681
Persistent link: https://www.econbiz.de/10003086369
Persistent link: https://www.econbiz.de/10002951311
Persistent link: https://www.econbiz.de/10002141482
Persistent link: https://www.econbiz.de/10002341892