Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion (Q2661552): Difference between revisions
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Revision as of 09:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion |
scientific article |
Statements
Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion (English)
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7 April 2021
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portfolio selection
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uncertainty
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ambiguity seeking
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ambiguity aversion
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quasi-efficient frontier
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