Hochschulschrift

Robust utility maximization, f-projections, and risk constraints

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Notes: Berlin, Humboldt-Univ., Diss., 2006

Keyword: Erwartungsnutzen
Mathematische Optimierung
Optionspreistheorie
Liquiditätsbeschränkung
Theorie
Erwarteter Nutzen
Optimierung
Optionspreistheorie
Budgetbeschränkung

Creator: Gundel, Anne

URN: urn:nbn:de:kobv:11-10066722

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:49 PM CET

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Hochschulschrift

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Gundel, Anne

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Robust utility maximization, f-projections, and risk constraints

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Other Objects (12)

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Robust Utility Maximization in a Stochastic Factor Model

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CRRA Utility Maximization under Risk Constraints

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Robust maximization of consumption with logarithmic utility

Robust Maximization of Consumption with Logarithmic Utility

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Robust Utility Maximization in a Stochastic Factor Model

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Utility Maximization and Duality

A Control Approach to Robust Utility Maximization with Logarithmic Utility and Time-Consistent Penalties

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CRRA Utility Maximization under Risk Constraints

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