Robust investment strategies with two risky assets
Qian Lin, Yulei Luo, Xianming Sun
| Year of publication: |
2022
|
|---|---|
| Authors: | Lin, Qian ; Luo, Yulei ; Sun, Xianming |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 134.2022, p. 1-19
|
| Subject: | Robust investment | Ambiguity | Model uncertainty | Portfolio-Management | Portfolio selection | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Risk | Robustes Verfahren | Robust statistics | Risikoaversion | Risk aversion | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jedc.2021.104275 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013383753