Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494)
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scientific article; zbMATH DE number 6979524
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| default for all languages | No label defined |
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| English | Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity |
scientific article; zbMATH DE number 6979524 |
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Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (English)
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14 November 2018
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multivariate portfolio choice
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ambiguity
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stochastic covariance
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welfare loss
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0.8186699748039246
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0.8177880644798279
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0.8045494556427002
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0.8016093373298645
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0.7893144488334656
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