Alpha as ambiguity: robust mean-variance portfolio analysis (Q2857583)
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scientific article; zbMATH DE number 6222378
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| English | Alpha as ambiguity: robust mean-variance portfolio analysis |
scientific article; zbMATH DE number 6222378 |
Statements
4 November 2013
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ambiguity aversion
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mean-variance analysis
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robustness
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smooth ambiguity model
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Alpha as ambiguity: robust mean-variance portfolio analysis (English)
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0.820395290851593
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0.8104701042175293
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0.8052520155906677
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0.7945601940155029
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0.7941226959228516
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