Alpha As Ambiguity : Robust Mean-Variance Portfolio Analysis
Year of publication: |
2012
|
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Authors: | Maccheroni, Fabio |
Other Persons: | Marinacci, Massimo (contributor) ; Ruffino, Doriana (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 29, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1571620 [DOI] |
Classification: | D80 - Information and Uncertainty. General ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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