{"title":"基于惩罚方法的模型不确定性下的鲁棒效用最大化","authors":"Ivan Guo, N. Langrené, G. Loeper, Wei Ning","doi":"10.1007/s11579-021-00301-5","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":"11 1","pages":"51 - 88"},"PeriodicalIF":0.9000,"publicationDate":"2021-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"11","resultStr":"{\"title\":\"Robust utility maximization under model uncertainty via a penalization approach\",\"authors\":\"Ivan Guo, N. Langrené, G. Loeper, Wei Ning\",\"doi\":\"10.1007/s11579-021-00301-5\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"\",\"PeriodicalId\":48722,\"journal\":{\"name\":\"Mathematics and Financial Economics\",\"volume\":\"11 1\",\"pages\":\"51 - 88\"},\"PeriodicalIF\":0.9000,\"publicationDate\":\"2021-08-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"11\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Mathematics and Financial Economics\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1007/s11579-021-00301-5\",\"RegionNum\":3,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Mathematics and Financial Economics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1007/s11579-021-00301-5","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
期刊介绍:
The primary objective of the journal is to provide a forum for work in finance which expresses economic ideas using formal mathematical reasoning. The work should have real economic content and the mathematical reasoning should be new and correct.