Every week, it seems, there’s a new financial website with just the right solution for managing your money. “We’ll bucket you.” “We’ll goal you.” “We’ll de-tax you.” “We’ll balance you.” “We’ll ...

We consider the robust exponential utility maximization problem in discrete time: An investor maximizes the worst case expected exponential utility with respect to a family of nondominated ...

This is a preview. Log in through your library . Abstract This paper provides necessary and sufficient preference conditions for average utility maximization over sequences of variable length. We ...