A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756): Difference between revisions
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Latest revision as of 11:07, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim |
scientific article |
Statements
A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (English)
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31 March 2016
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continuous-time mean-variance problem
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intractable claim
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background risk
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quantile formulation
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behavioral finance model
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insurance
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robust control problem
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