Optimal portfolio positioning under ambiguity
Year of publication: |
2013
|
---|---|
Authors: | Ben Ameur, H. ; Prigent, Jean-Luc |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 34.2013, p. 89-97
|
Subject: | Portfolio optimization | Structured portfolio | Ambiguity | Theorie | Theory | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion |
-
Optimal portfolio positioning on multiple assets under ambiguity
Ben Ameur, Hachmi, (2020)
-
Delegated portfolio management under ambiguity aversion
Fabretti, Annalisa, (2014)
-
Portfolio management with stochastic interest rates and inflation ambiguity
Munk, Claus, (2014)
- More ...
-
Risk management of time varying floors for dynamic portfolio insurance
Ben-Ameur, Hatem, (2018)
-
Preface: Risk management decisions and wealth management in financial economics
Ben-Ameur, Hatem, (2018)
-
Risk management decisions and wealth management in financial economics
Ben-Ameur, Hatem, (2018)
- More ...