Strategies with minimal norm are optimal for expected utility maximisation under high model ambiguity
Crossref DOI link: https://doi.org/10.1007/s00780-025-00558-4
Published Online: 2025-03-06
Published Print: 2025-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Carassus, Laurence
Wiesel, Johannes
Funding for this research was provided by:
Copenhagen University
Text and Data Mining valid from 2025-03-06
Version of Record valid from 2025-03-06
Article History
Received: 24 June 2023
Accepted: 3 July 2024
First Online: 6 March 2025
Declarations
:
: The authors declare no competing interests.