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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, 12:30-14:00Room: S06 (building: 101)
| Session chair(s): |
|
| 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 | ||