$α$-robust utility maximization with intractable claims: A quantile optimization approach

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chen, Xinyu, Xu, Zuo Quan
Format:	Preprint
Published:	2026
Subjects:	Portfolio Management Optimization and Control Mathematical Finance 91B28, 91G10, 49N90, 35Q93
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2604.04649