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20142019
most citedDynamic optimal contract under parameter uncertainty with risk averse agent and principal

2 citations · 4 across the 8 of their papers we have counts for

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q-fin.MF2019

Robust Utility Maximization with Drift and Volatility Uncertainty

Kerem Ugurlu

We give explicit solutions for utility maximization of terminal wealth problem in the presence of Knightian uncertainty in continuous time in a complete market. We…