Robust portfolio optimization with a generalized expected utility model under ambiguity (Q665830)
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scientific article; zbMATH DE number 6012457
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Robust portfolio optimization with a generalized expected utility model under ambiguity |
scientific article; zbMATH DE number 6012457 |
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Robust portfolio optimization with a generalized expected utility model under ambiguity (English)
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6 March 2012
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robust optimization
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portfolio selection
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ambiguity
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equilibrium
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0.8816345930099487
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0.840103268623352
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0.8375028371810913
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0.8310905694961548
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0.8246765732765198
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