Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion (Q2661552): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.orl.2020.08.008 / rank
 
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Latest revision as of 22:07, 24 July 2024

scientific article
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Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion
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    Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion (English)
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    7 April 2021
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    portfolio selection
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    uncertainty
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    ambiguity seeking
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    ambiguity aversion
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    quasi-efficient frontier
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