Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion (Q2661552): Difference between revisions

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+Dynamically consistent alpha‐maxmin expected utility
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+The Price of Robustness
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+Risk, Ambiguity, and the Savage Axioms
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+Differentiating ambiguity and ambiguity attitude
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+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
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+Preference and belief: ambibiguity and competence in choice under uncertainty
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+Alpha-robust mean-variance reinsurance-investment strategy
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+Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization
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+Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences
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+Probabilistic Sophistication and Multiple Priors
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