Equilibrium in an ambiguity-averse mean-variance investors market
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Publication:296609
DOI10.1016/j.ejor.2014.02.016zbMath1338.91136OpenAlexW1992777482MaRDI QIDQ296609
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2014.02.016
Related Items (2)
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution ⋮ An additive model of decision making under risk and ambiguity
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