Optimal portfolios under worst-case scenarios (Q5245025): Difference between revisions

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Latest revision as of 22:01, 9 July 2024

scientific article; zbMATH DE number 6422285
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English
Optimal portfolios under worst-case scenarios
scientific article; zbMATH DE number 6422285

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    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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