Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
- Location
-
Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
-
1432-1122
- Extent
-
Online-Ressource
- Language
-
Englisch
- Notes
-
online resource.
- Bibliographic citation
-
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals ; volume:21 ; number:2 ; day:15 ; month:3 ; year:2017 ; pages:397-425 ; date:4.2017
Finance and stochastics ; 21, Heft 2 (15.3.2017), 397-425, 4.2017
- Classification
-
Wirtschaft
- Creator
-
Källblad, Sigrid
- Contributor
-
SpringerLink (Online service)
- DOI
-
10.1007/s00780-016-0318-y
- URN
-
urn:nbn:de:1111-201704121801
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
14.08.2025, 10:51 AM CEST
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Källblad, Sigrid
- SpringerLink (Online service)
Other Objects (12)
Updating ambiguity averse preferences
On ambiguity-averse market equilibrium
Incomplete information games with ambiguity averse players
Portfolio inertia under ambiguity
Portfolio Optimization and Ambiguity Aversion
Optimal investments for risk- and ambiguity-averse preferences: a duality approach
Optimal consumption and portfolio choice with ambiguity
Optimal consumption and portfolio choice with ambiguity
Representations for optimal stopping under dynamic monetary utility functionals
Representations for optimal stopping under dynamic monetary utility functionals
Estimating ambiguity aversion in a portfolio choice experiment
A Review on Ambiguity in Stochastic Portfolio Optimization
Updating ambiguity averse preferences
On ambiguity-averse market equilibrium
Incomplete information games with ambiguity averse players
Portfolio inertia under ambiguity
Portfolio Optimization and Ambiguity Aversion
Optimal investments for risk- and ambiguity-averse preferences: a duality approach
Optimal consumption and portfolio choice with ambiguity
Optimal consumption and portfolio choice with ambiguity
Representations for optimal stopping under dynamic monetary utility functionals
Representations for optimal stopping under dynamic monetary utility functionals
Estimating ambiguity aversion in a portfolio choice experiment
A Review on Ambiguity in Stochastic Portfolio Optimization
Updating ambiguity averse preferences
On ambiguity-averse market equilibrium
Incomplete information games with ambiguity averse players
Portfolio inertia under ambiguity
Portfolio Optimization and Ambiguity Aversion
Optimal investments for risk- and ambiguity-averse preferences: a duality approach
Optimal consumption and portfolio choice with ambiguity
Optimal consumption and portfolio choice with ambiguity
Representations for optimal stopping under dynamic monetary utility functionals
Representations for optimal stopping under dynamic monetary utility functionals
Estimating ambiguity aversion in a portfolio choice experiment