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      Risk minimizing portfolios and HJBI equations for stochastic differential games

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      Journal: Stochastics An International Journal of Probability and Stochastic Processes
      Publisher: Informa UK Limited

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          Maxmin expected utility with non-unique prior

          Itzhak Gilboa, David Schmeidler (1989)
          Article 0 comments Cited 357 times – based on 0 reviews     Review now
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            Convex measures of risk and trading constraints

            Hans Föllmer, Alexander Schied (2002)
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              Stochastic Differential Equations

              Bernt Øksendal (2003)
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                Author and article information

                Journal
                Title: Stochastics An International Journal of Probability and Stochastic Processes
                Abbreviated Title: Stochastics An International Journal of Probability and Stochastic Processes
                Publisher: Informa UK Limited
                ISSN (Print): 1744-2508
                ISSN (Electronic): 1744-2516
                Publication date Created: October 09 2008
                Publication date (Print): October 10 2008
                Volume: 80
                Issue: 4
                Pages: 317-337
                Article
                DOI: 10.1080/17442500701655408
                SO-VID: f714dd1a-5113-4fd4-a5e3-7449ea15d896
                Copyright © © 2008
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