Minimax: Portfolio choice based on pessimistic decision making
Year of publication: |
2013
|
---|---|
Authors: | Schaarschmidt, Steffen |
Published in: |
Three essays on financial markets and portfolio management. - 2013, p. 53-84
|
Subject: | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | Theorie | Theory | Schätzung | Estimation | Institutioneller Investor | Institutional investor | Portfoliodiversifikation | Portfolio diversification | Welt | World | 1990-2010 |
-
Minimax : portfolio choice based on pessimistic decision making
Schaarschmidt, Steffen, (2014)
-
Minimax : Portfolio Choice Based on Pessimistic Decision Making
Schaarschmidt, Steffen, (2012)
-
Portfolio allocation problems between risky and ambiguous assets
Asano, Takao, (2020)
- More ...
-
Minimax : portfolio choice based on pessimistic decision making
Schaarschmidt, Steffen, (2014)
-
Three essays on financial markets and portfolio management
Schaarschmidt, Steffen, (2013)
-
Schaarschmidt, Steffen, (2013)
- More ...