2006 – Nr. 61
SFB 649 Papers | Schied, Alexander; Hernández–Hernández, Daniel:
A Control Approach to Robust Utility Maximization with Logarithmic Utility and Time-Consistent Penalties | Metadaten
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2001 – Nr. 71
SFB 373 Papers | Föllmer, Hans:
Convex measures of risk and trading constraints | Metadaten
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2005 – Nr. 25
SFB 649 Papers | Wu, Ching-Tang; Schied, Alexander:
Duality Theory for Optimal Investments under Model Uncertainty | Metadaten
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2005 – Nr. 51
SFB 649 Papers | Schied, Alexander:
Optimal investments for risk- and ambiguityaverse preferences | Metadaten
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2005 – Nr. 51
SFB 649 Papers | Schied, Alexander:
Optimal investments for risk- and ambiguityaverse preferences | Metadaten
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2007 – Nr. 30
SFB 649 Papers | Hernández-Hernández, Daniel:
Robust Maximization of Consumption with Logarithmic Utility | Metadaten
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2007 – Nr. 26
SFB 649 Papers | Schied, Alexander:
Robust Optimal Control for a Consumptioninvestment Problem | Metadaten
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2006 – Nr. 7
SFB 649 Papers | Hernández–Hernández, Daniel:
Robust Utility Maximization in a Stochastic Factor Model | Metadaten
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2006 – Nr. 7
SFB 649 Papers | Schied, Alexander; Hernández–Hernández, Daniel:
Robust Utility Maximization in a Stochastic Factor Model | Metadaten
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