WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES (Q2800049)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES |
scientific article |
Statements
WORST-CASE PORTFOLIO OPTIMIZATION IN A MARKET WITH BUBBLES (English)
0 references
14 April 2016
0 references
optimal investment
0 references
market crashes
0 references
worst case scenario
0 references
regime-switching
0 references
financial bubbles
0 references