On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets (Q1621908)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets |
scientific article |
Statements
On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets (English)
0 references
12 November 2018
0 references
naïve diversification
0 references
robust portfolio optimization
0 references
ambiguous and unambiguous assets
0 references
conditional value-at-risk
0 references
worst-case risk measures
0 references
