Delegated portfolio management under ambiguity aversion
Year of publication: |
2014
|
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Authors: | Fabretti, Annalisa ; Herzel, Stefano ; Pınar, Mustafa Ç. |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 42.2014, 2, p. 190-195
|
Subject: | Delegated portfolio management | Ambiguity | Robust optimization | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty |
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