On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets (Q1621908): Difference between revisions
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Revision as of 13:22, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets |
scientific article |
Statements
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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