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

2007 ◽  
Vol 117 (8) ◽  
pp. 980-1000 ◽  
Author(s):  
Daniel Hernández-Hernández ◽  
Alexander Schied
Keyword(s):  
Utility Maximization ◽  
Control Approach ◽  
Logarithmic Utility ◽  
Robust Utility Maximization

scholarly journals Robust Utility Maximization without Model Compactness

2016 ◽  
Vol 7 (1) ◽  
pp. 70-103 ◽  
Author(s):  
Julio D. Backhoff Veraguas ◽  
Joaquín Fontbona
Keyword(s):  
Utility Maximization ◽  
Robust Utility Maximization

scholarly journals Expert opinions and logarithmic utility maximization in a market with Gaussian drift

2014 ◽  
Vol 8 (1) ◽  
Author(s):  
Abdelali Gabih ◽  
Hakam Kondakji ◽  
Jörn Sass ◽  
Ralf Wunderlich
Keyword(s):  
Utility Maximization ◽  
Logarithmic Utility ◽  
Expert Opinions
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