Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Maximin setting for investment problems and fixed income management with
  observable but non-predictable parameters   We study optimal investment problem for a diffusion market consisting of a
finite number of risky assets (for example, bonds, stocks and options). Risky
assets evolution is described by Ito's equation, and the number of risky assets
can be larger than the number of driving Brownian motions. We assume that the
risk-free rate, the appreciation rates and the volatility of the stocks are all
random; they are not necessary adapted to the driving Brownian motion, and
their distributions are unknown, but they are supposed to be currently
observable. Admissible strategies are based on current observations of the
stock prices and the aforementioned parameters. The optimal investment problem
is stated as a problem with a maximin performance criterion. This criterion is
to ensure that a strategy is found such that the minimum of utility over all
distributions of parameters is maximal. Then the maximin problem is solved for
a very general case via solution of a linear parabolic equation.

24
The categories of this paper are: dg-ga
30
The categories of this paper are: q-alg
15
The categories of this paper are: nucl-ex
27
The categories of this paper are: comp-gas
11
The categories of this paper are: hep-lat
7
The categories of this paper are: hep-th
12
The categories of this paper are: nucl-th
25
The categories of this paper are: patt-sol
23
The categories of this paper are: solv-int
1
The categories of this paper are: cs
28
The categories of this paper are: alg-geom
22
The categories of this paper are: chao-dyn
32
The categories of this paper are: atom-ph
36
The categories of this paper are: cmp-lg
5
The categories of this paper are: gr-qc
0
The categories of this paper are: hep-ph