Pages that link to "Item:Q665830"

The following pages link to Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830):

Displaying 7 items.

• The price of risk and ambiguity in an intertemporal general equilibrium model of asset prices (Q470605) (← links)
• Robust portfolio choice with stochastic interest rates (Q470730) (← links)
• Robust portfolio optimization: a categorized bibliographic review (Q827129) (← links)
• \(K\)-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance? (Q1680705) (← links)
• A new approach to the rational expectations equilibrium: existence, optimality and incentive compatibility (Q2174171) (← links)
• Recent developments in robust portfolios with a worst-case approach (Q2247918) (← links)
• Data-driven robust mean-CVaR portfolio selection under distribution ambiguity (Q4628038) (← links)