Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830): Difference between revisions
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Revision as of 22:26, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust portfolio optimization with a generalized expected utility model under ambiguity |
scientific article |
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Robust portfolio optimization with a generalized expected utility model under ambiguity (English)
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6 March 2012
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robust optimization
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portfolio selection
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ambiguity
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equilibrium
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