A control approach to robust utility maximization with logarithmic utility and time-consistent penalties

By Daniel Hernandez-Hernandez, Alexander Schied. 2007

82 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/03bbdbbc540fe7a6e77e8f80b4dc627615e2a94f