The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (Q2160045)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors |
scientific article |
Statements
The optimal portfolio of \(\alpha\)-maxmin mean-VaR problem for investors (English)
0 references
2 August 2022
0 references
\(\alpha\)-maxmin
0 references
VaR
0 references
distribution ambiguity
0 references
ambiguity attitude
0 references
0 references
0 references
0 references
0 references
0 references
0 references
