The following pages link to A. Burak Paç (Q287619):
Displayed 3 items.
- Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity (Q287620) (← links)
- On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets (Q1621908) (← links)
- Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity (Q2349605) (← links)