On Utility Maximisation Under Model Uncertainty in Discrete-Time Markets

Rásonyi, Miklós and Meireles Rodrigues, Andrea Sofia orcid.org/0000-0003-3357-3879 (2020) On Utility Maximisation Under Model Uncertainty in Discrete-Time Markets. Mathematical Finance. ISSN 0960-1627

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Copyright, Publisher and Additional Information: This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details.
Dates:
  • Accepted: 6 July 2020
  • Published (online): 23 July 2020
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
Depositing User: Pure (York)
Date Deposited: 10 Jul 2020 10:10
Last Modified: 06 Dec 2023 13:46
Published Version: https://doi.org/10.1111/mafi.12284
Status: Published online
Refereed: Yes
Identification Number: https://doi.org/10.1111/mafi.12284
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