On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets (Q1621908): Difference between revisions

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Property / DOI: 10.1007/s10479-017-2619-8 / rank
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Latest revision as of 00:13, 11 December 2024

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On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets
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    On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets (English)
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    12 November 2018
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    naïve diversification
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    robust portfolio optimization
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    ambiguous and unambiguous assets
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    conditional value-at-risk
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    worst-case risk measures
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