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 ...

Mathematics of Operations Research, Vol. 41, No. 1 (February 2016), pp. 146-173 (28 pages) This paper investigates the problem of maximizing expected terminal utility in a (generically incomplete) ...

Robert Kelly is managing director of XTS Energy LLC, and has more than three decades of experience as a business executive. He is a professor of economics and has raised more than $4.5 billion in ...

Lundy, Taylor, Alexander Wei, Hu Fu, Scott Duke Kominers, and Kevin Leyton-Brown. "Allocation for Social Good: Auditing Mechanisms for Utility Maximization." Proceedings of the ACM Conference on ...

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 ...