Dynamic Portfolio Selection Under Ambiguity in the \epsilon -Contaminated Binomial Model

DOI10.1007/978-3-030-50143-3_16MaRDI QIDQ6485240zbMATH OpenFDO

Authors Davide Petturiti, Barbara Vantaggi

Publication date 6 December 2022

Published in 1518.91235 (Search for Journal in Brave)

Mathematics Subject Classification ID

Portfolio theory (91G10)

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Cited in

(3)

• Portfolio inertia and epsilon-contaminations
• Forward robust portfolio selection: the binomial case
• The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model

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