An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution |
scientific article |
Statements
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (English)
0 references
18 May 2018
0 references
portfolio selection
0 references
multiple-risk measures
0 references
distribution ambiguity
0 references
minimum variance portfolio
0 references
robustness
0 references
0 references
0 references
0 references
0 references