Equilibrium in an ambiguity-averse mean-variance investors market (Q296609): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / zbMATH DE Number: 6597413 / rank | |||
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robust optimization | |||
| Property / zbMATH Keywords: robust optimization / rank | |||
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mean-variance portfolio theory | |||
| Property / zbMATH Keywords: mean-variance portfolio theory / rank | |||
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ellipsoidal uncertainty | |||
| Property / zbMATH Keywords: ellipsoidal uncertainty / rank | |||
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equilibrium price system | |||
| Property / zbMATH Keywords: equilibrium price system / rank | |||
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Revision as of 20:59, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equilibrium in an ambiguity-averse mean-variance investors market |
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Equilibrium in an ambiguity-averse mean-variance investors market (English)
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23 June 2016
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robust optimization
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mean-variance portfolio theory
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ellipsoidal uncertainty
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equilibrium price system
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