Good deals and benchmarks in robust portfolio selection
Alejandro Balbás, Beatriz Balbás, Raquel Balbás
| Year of publication: |
2016
|
|---|---|
| Authors: | Balbás de la Corte, Alejandro ; Balbás, Beatriz ; Balbás, Raquel |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 250.2016, 2 (16.4.), p. 666-678
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| Subject: | Ambiguity | Robust portfolio selection | Coherent risk under ambiguity | Benchmark and CAPM | Good deal | Portfolio-Management | Portfolio selection | Theorie | Theory | CAPM | Benchmarking | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Risk | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2015.09.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011441733