Robust investment management with uncertainty in fund managers' asset allocation
Yang Dong and Aurélie Thiele
| Year of publication: |
October/December 2015
|
|---|---|
| Authors: | Dong, Yang ; Thiele, Aurélie |
| Published in: |
RAIRO / Operations research. - Les Ulis : EDP Sciences, ISSN 0399-0559, ZDB-ID 1481534-5. - Vol. 49.2015, 4, p. 821-844
|
| Subject: | Portfolio optimization | robust optimization | investment management | Portfolio-Management | Portfolio selection | Theorie | Theory | Investmentfonds | Investment Fund | Kapitalanlage | Financial investment | Robustes Verfahren | Robust statistics | Institutioneller Investor | Institutional investor | Entscheidung unter Unsicherheit | Decision under uncertainty |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1051/ro/2015007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011547056