[HTML][HTML] Optimal investment in ambiguous financial markets with learning
N Bäuerle, A Mahayni - European Journal of Operational Research, 2024 - Elsevier
We consider the classical multi-asset Merton investment problem under drift uncertainty, ie
the asset price dynamics are given by geometric Brownian motions with constant but …
the asset price dynamics are given by geometric Brownian motions with constant but …
[PDF][PDF] Robust Decision-Making in Finance and Insurance
Y Zhang - 2024 - uwspace.uwaterloo.ca
Traditional finance models assume a decision maker (DM) has a single view on the
stochastic dynamics governing the price process but, in practice, the decision maker (DM) …
stochastic dynamics governing the price process but, in practice, the decision maker (DM) …
Reinsurance Management in the Global Financial Market Cyclicity Conditions
V Smoliak, Z Andriichenko - 2022 - repository.hneu.edu.ua
The globalization of economic relations and the integration of Ukraine into the world
financial market have significant impact on decision-making in an insurance company in …
financial market have significant impact on decision-making in an insurance company in …
Reinsurance Management in the Reinsurance Management in the Global Financial Market Cyclicity Conditions
V Smoliak, A Zh - 2022 - repository.hneu.edu.ua
The globalization of economic relations and the integration of Ukraine into the world
financial market have significant impact on decision-making in an insurance company in …
financial market have significant impact on decision-making in an insurance company in …