Portfolio selections under mean-variance preference with multiple priors for means and variances (Q525212)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selections under mean-variance preference with multiple priors for means and variances |
scientific article |
Statements
Portfolio selections under mean-variance preference with multiple priors for means and variances (English)
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28 April 2017
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ambiguity aversion
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multiple priors
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maxmin expected utility model
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mean-variance preference
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global minimum-variance portfolio
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equally weighted portfolio
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