Pages that link to "Item:Q2244258"
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The following pages link to Mean-CVaR portfolio selection model with ambiguity in distribution and attitude (Q2244258):
Displaying 3 items.
- \(\alpha\)-robust portfolio optimization problem under the distribution uncertainty (Q2691274) (← links)
- Robust optimal investment strategy for a DC pension plan in the market with mispricing and constant elasticity of variance (Q6133186) (← links)
- Robust portfolio choice with limited attention (Q6153095) (← links)