Equilibrium in an ambiguity-averse mean-variance investors market (Q296609): Difference between revisions
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English | Equilibrium in an ambiguity-averse mean-variance investors market |
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Equilibrium in an ambiguity-averse mean-variance investors market (English)
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23 June 2016
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robust optimization
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mean-variance portfolio theory
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ellipsoidal uncertainty
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equilibrium price system
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