Worst-Case Optimal Investment in Incomplete Markets

Sascha Desmettre, Sebastian Merkel, Annalena Mickel, Alexander Steinicke

Research output: Working paper and reports › Preprint

Name	arXiv.org
No.	2311.10021

Fields of science

@techreport{351643dea87a471dbb44bf9ba310f9aa,

title = "Worst-Case Optimal Investment in Incomplete Markets",

author = "Sascha Desmettre and Sebastian Merkel and Annalena Mickel and Alexander Steinicke",

year = "2023",

month = nov,

day = "16",

doi = "10.48550/arXiv.2311.10021",

language = "English",

series = "arXiv.org",

number = "2311.10021",

type = "WorkingPaper",

}

TY - UNPB

T1 - Worst-Case Optimal Investment in Incomplete Markets

AU - Desmettre, Sascha

AU - Merkel, Sebastian

AU - Mickel, Annalena

AU - Steinicke, Alexander

PY - 2023/11/16

Y1 - 2023/11/16

UR - https://arxiv.org/abs/2311.10021

U2 - 10.48550/arXiv.2311.10021

DO - 10.48550/arXiv.2311.10021

M3 - Preprint

T3 - arXiv.org

BT - Worst-Case Optimal Investment in Incomplete Markets

ER -