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Worst-Case premiums and identification of homothetic robust Epstein-Zin utility under a quadratic Model
Batbold, Bolorsuvd; Kikuchi, Kentaro; Kusuda, Koji - 2024
Persistent link: https://www.econbiz.de/10015154426
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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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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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Some properties of generalized homothetic robust epstein-zin utility
Kusuda, Koji - 2025
Persistent link: https://www.econbiz.de/10015407237