Portfolio selection with parameter uncertainty under maxmin mean-variance criterion
Xingying Yu, Yang Shen, Xiang Li, Kun Fan
| Year of publication: |
2020
|
|---|---|
| Authors: | Yu, Xingying ; Shen, Yang ; Li, Xiang ; Fan, Kun |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 48.2020, 6, p. 720-724
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| Subject: | Portfolio selection | Uncertainty | Ambiguity seeking | Ambiguity aversion | Quasi-efficient frontier | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory | Portfolio-Management | Risikoaversion | Risk aversion | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2020.08.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430078