On robust portfolio and naïve diversification : mixing ambiguous and unambiguous assets
Year of publication: |
July 2018
|
---|---|
Authors: | Paç, A. Burak ; Pınar, Mustafa Ç. |
Published in: |
Analytical models for financial modeling and risk management. - New York, NY, USA : Springer. - 2018, p. 223-253
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Diversifikation | Diversification | Erwartungsnutzen | Expected utility | Robustes Verfahren | Robust statistics |
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