Optimal portfolios under worst-case scenarios (Q5245025): Difference between revisions
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Revision as of 19:27, 5 March 2024
scientific article; zbMATH DE number 6422285
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal portfolios under worst-case scenarios |
scientific article; zbMATH DE number 6422285 |
Statements
Optimal portfolios under worst-case scenarios (English)
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1 April 2015
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behavioural portfolio selection
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state-dependent preferences
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risk diversification
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cost-efficiency
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path-dependent strategies
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growth optimal portfolio
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