EURO 2024 Copenhagen
Abstract Submission

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Session MC-57: Dynamic portfolio selection: stochastic optimization, filtering, and learning techniques in stream Modern Decision Making in Finance and Insurance

Monday, 12:30-14:00
Room: S06 (building: 101)

Session chair(s):
Sebastien Lleo (sebastien.lleo@neoma-bs.fr)

The following abstracts have been submitted in this session:
2493. Reinforcement Learning Methods in Risk-Sensitive Investment Management Wolfgang Runggaldier [R] - Italy
accepted
Sebastien Lleo [R] - France
1083. Robust Utility Maximization in Continuous Time: Filtering for Shaping the Uncertainty Sets Jörn Sass [R] - Germany
accepted
3042. Expert Opinions and Power Utility Maximization in a Market with Partially Observable Gaussian Drift Ralf Wunderlich [R] - Germany
accepted
3543. Portfolio optimization based on multiperiod continuous stochastic dominance principles Giorgio Consigli [R] - United Arab Emirates
accepted