The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045)
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scientific article; zbMATH DE number 7566380
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| English | The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors |
scientific article; zbMATH DE number 7566380 |
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The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (English)
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2 August 2022
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\(\alpha\)-maxmin
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VaR
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distribution ambiguity
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ambiguity attitude
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