We consider the robust exponential utility maximization problem in discrete time: An investor maximizes the worst case expected exponential utility with respect to a family of nondominated ...
Revealed preference theory provides axiomatic tools for assessing whether individuals make observable choices “as if” they are maximizing an underlying utility function. The theory evokes a tradeoff ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback