Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis (Q2857583)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis |
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Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis (English)
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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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