Robust Utility Maximization in Discrete-Time Markets with Friction
2018 ◽
Vol 56
(3)
◽
pp. 1912-1937
◽
2021 ◽
Vol 58
(1)
◽
pp. 197-216
◽
2016 ◽
Vol 7
(1)
◽
pp. 70-103
◽
2011 ◽
Vol 55
(4)
◽
pp. 611-630
◽
Keyword(s):
2012 ◽
Vol 22
(1)
◽
pp. 172-212
◽
2012 ◽
Vol 56
(2)
◽
pp. 327-337
2007 ◽
Vol 117
(8)
◽
pp. 980-1000
◽
Keyword(s):