A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (Q2797756)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim |
scientific article |
Statements
A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim (English)
0 references
31 March 2016
0 references
continuous-time mean-variance problem
0 references
intractable claim
0 references
background risk
0 references
quantile formulation
0 references
behavioral finance model
0 references
insurance
0 references
robust control problem
0 references
