Equilibrium in an ambiguity-averse mean-variance investors market (Q296609): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q1731821 |
Changed an Item |
||
| Property / author | |||
| Property / author: Mustafa Çelebi Pinar / rank | |||
Normal rank | |||
Revision as of 13:22, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium in an ambiguity-averse mean-variance investors market |
scientific article |
Statements
Equilibrium in an ambiguity-averse mean-variance investors market (English)
0 references
23 June 2016
0 references
robust optimization
0 references
mean-variance portfolio theory
0 references
ellipsoidal uncertainty
0 references
equilibrium price system
0 references
