Alpha as ambiguity : robust mean-variance portfolio analysis
Year of publication: |
2013
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Authors: | Maccheroni, Fabio ; Marinacci, Massimo ; Ruffino, Doriana |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 81.2013, 3, p. 1075-1113
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Subject: | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Theorie | Theory |
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