Cargando…

Dynamic Portfolio Selection Under Ambiguity in the [Formula: see text]-Contaminated Binomial Model

Investors often need to look for an optimal portfolio acting under ambiguity, as they may not be able to single out a unique real-world probability measure. In this paper a discrete-time dynamic portfolio selection problem is studied, referring to an [Formula: see text]-contaminated binomial market...

Descripción completa

Detalles Bibliográficos
Autores principales:	Antonini, Paride, Petturiti, Davide, Vantaggi, Barbara
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	2020
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7274693/ http://dx.doi.org/10.1007/978-3-030-50143-3_16

Ejemplares similares

On some binomial [Formula: see text] -difference sequence spaces
por: Meng, Jian, et al.
Publicado: (2017)

Some normed binomial difference sequence spaces related to the [Formula: see text] spaces
por: Song, Meimei, et al.
Publicado: (2017)

[Formula: see text] helps select [Formula: see text] models for [Formula: see text] anomalies
por: Allanach, Ben, et al.
Publicado: (2022)

Observation of B[Formula: see text] [Formula: see text] [Formula: see text] (2S)K[Formula: see text] and B[Formula: see text] [Formula: see text] [Formula: see text] (2S)K[Formula: see text] decays
por: Tumasyan, A., et al.
Publicado: (2022)

[Formula: see text] rule, [Formula: see text] and [Formula: see text] in [Formula: see text] and [Formula: see text] models with FCNC quark couplings
por: Buras, Andrzej J., et al.
Publicado: (2014)

Measurement of prompt and nonprompt [Formula: see text] production in [Formula: see text] and [Formula: see text] collisions at [Formula: see text]
por: Sirunyan, A. M., et al.
Publicado: (2017)

Measurement of polarization observables [Formula: see text] , [Formula: see text] , and [Formula: see text] in [Formula: see text] and [Formula: see text] photoproduction off quasi-free nucleons
por: Jermann, N., et al.
Publicado: (2023)

[Formula: see text] Is Decidable in [Formula: see text]
por: Bès, Alexis, et al.
Publicado: (2020)

Non-centrosymmetric superconductor Th[Formula: see text] Be[Formula: see text] Pt[Formula: see text] and heavy-fermion U[Formula: see text] Be[Formula: see text] Pt[Formula: see text] cage compounds
por: Koželj, P., et al.
Publicado: (2021)

A multi-dimensional search for new heavy resonances decaying to boosted [Formula: see text] [Formula: see text] , [Formula: see text] [Formula: see text] , or [Formula: see text] [Formula: see text] boson pairs in the dijet final state at 13 [Formula: see text]
por: Sirunyan, A. M., et al.
Publicado: (2020)

Evolution of spin freezing transition and structural, magnetic phase diagram of Dy[Formula: see text] La[Formula: see text] Zr[Formula: see text] O[Formula: see text] (0 [Formula: see text] [Formula: see text] [Formula: see text] 2.0)
por: Sheetal, et al.
Publicado: (2021)

Order–disorder phase transition and elastic-to-plastic vortex creep crossover in a triclinic iron pnictide superconductor (Ca[Formula: see text] La[Formula: see text] )[Formula: see text] (Pt[Formula: see text] As[Formula: see text] )(Fe[Formula: see text] As[Formula: see text] )[Formula: see text]
por: Sundar, Shyam, et al.
Publicado: (2023)

Observation of [Formula: see text] and [Formula: see text] decays
por: Aaij, R., et al.
Publicado: (2017)

Cooper-pair distribution function [Formula: see text] for superconducting [Formula: see text] and [Formula: see text]
por: González-Pedreros, G. I., et al.
Publicado: (2021)

Measurement of the top quark mass in the [Formula: see text] and [Formula: see text] channels using [Formula: see text] [Formula: see text] ATLAS data
por: Aad, G., et al.
Publicado: (2015)

Studies of [Formula: see text] and [Formula: see text] mesons including the observation of the [Formula: see text] decay in proton-proton collisions at [Formula: see text]
por: Sirunyan, A. M., et al.
Publicado: (2018)

Pressure driven magnetic order in Sr[Formula: see text] Ca[Formula: see text] Co[Formula: see text] P[Formula: see text]
por: Forslund, Ola Kenji, et al.
Publicado: (2022)

Spin Dynamics of (Sc[Formula: see text] Lu[Formula: see text] )[Formula: see text] In Studied by Electron Spin Resonance
por: Cable, Archie, et al.
Publicado: (2018)

Heine’s method and [Formula: see text] to [Formula: see text] transformation formulas
por: Bhatnagar, Gaurav
Publicado: (2018)

Probing the current-phase relation in Josephson point-contact junctions between [Formula: see text] In[Formula: see text] and [Formula: see text] K[Formula: see text] (FeAs)[Formula: see text] superconductors
por: Stepanov, Valeriy A., et al.
Publicado: (2021)

Pseudo-scalar Higgs boson production at N[Formula: see text] LO[Formula: see text] +N[Formula: see text] LL[Formula: see text]
por: Ahmed, Taushif, et al.
Publicado: (2016)

Measurement of [Formula: see text] polarisation in [Formula: see text] collisions at [Formula: see text] = 7 TeV
por: Aaij, R., et al.
Publicado: (2014)

Production of [Formula: see text] and [Formula: see text] in p–Pb collisions at [Formula: see text] TeV
por: Adamová, D., et al.
Publicado: (2017)

Final state interactions in [Formula: see text] decays: [Formula: see text] rule vs. [Formula: see text]
por: Buras, Andrzej J., et al.
Publicado: (2017)

Transition Property for [Formula: see text]-Power Free Languages with [Formula: see text] and [Formula: see text] Letters
por: Rukavicka, Josef
Publicado: (2020)

BHLS[Formula: see text] upgrade: [Formula: see text] spectra, muon HVP and the [[Formula: see text] ] system
por: Benayoun, M., et al.
Publicado: (2022)

Measurements of the [Formula: see text] [Formula: see text] production cross sections in the [Formula: see text] channel in proton–proton collisions at [Formula: see text] and [Formula: see text] and combined constraints on triple gauge couplings
por: Khachatryan, V., et al.
Publicado: (2015)

Evidence for an [Formula: see text] resonance in [Formula: see text] decays
por: Aaij, R., et al.
Publicado: (2018)

A dispersive analysis of [Formula: see text] and [Formula: see text]
por: Holz, Simon, et al.
Publicado: (2022)

Temperature-dependent optical constants of monolayer [Formula: see text] , [Formula: see text] , [Formula: see text] , and [Formula: see text] : spectroscopic ellipsometry and first-principles calculations
por: Liu, Hsiang-Lin, et al.
Publicado: (2020)

Study of [Formula: see text] and [Formula: see text] production in [Formula: see text] collisions at [Formula: see text] and search for anomalous quartic gauge couplings with the ATLAS experiment
por: Aaboud, M., et al.
Publicado: (2017)

Measurement of the [Formula: see text] production cross-section using [Formula: see text] events with [Formula: see text] -tagged jets in [Formula: see text] collisions at [Formula: see text] and 8 TeV with the ATLAS detector
por: Aad, G., et al.
Publicado: (2014)

Production of [Formula: see text] and [Formula: see text] in proton–proton collisions at [Formula: see text] 7 TeV
por: Abelev, B., et al.
Publicado: (2015)

The [Formula: see text] massive operator matrix elements of [Formula: see text] for the structure function [Formula: see text] and transversity
por: Ablinger, J., et al.
Publicado: (2011)

Measurement of exclusive [Formula: see text] photoproduction from protons in [Formula: see text] Pb collisions at [Formula: see text]
por: Sirunyan, A. M., et al.
Publicado: (2019)

Search for massive WH resonances decaying into the [Formula: see text] final state at [Formula: see text] [Formula: see text]
por: Khachatryan, V., et al.
Publicado: (2016)

Search for triboson [Formula: see text] production in pp collisions at [Formula: see text] [Formula: see text] with the ATLAS detector
por: Aaboud, M., et al.
Publicado: (2017)

Ir impurities in [Formula: see text] - and [Formula: see text] -[Formula: see text] and their detrimental effect on p-type conductivity
por: Zachinskis, Aleksandrs, et al.
Publicado: (2023)

Radiation-induced lattice relaxation in [Formula: see text] -Fe[Formula: see text] O[Formula: see text] nanorods
por: Khalil, Ahmad M., et al.
Publicado: (2023)

Production of K[Formula: see text] (892)[Formula: see text] and [Formula: see text] (1020) in p–Pb collisions at [Formula: see text] = 5.02 TeV
por: Adam, J., et al.
Publicado: (2016)

Cannot write session to /tmp/vufind_sessions/sess_3212dqt3f639eir502721oo825