Robust portfolio optimisation with multiple experts
Year of publication: |
2010
|
---|---|
Authors: | Lutgens, Frank Johannes Willem ; Schotman, Peter C. |
Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford Univ. Press, ISSN 1572-3097, ZDB-ID 2145284-2. - Vol. 14.2010, 2, p. 343-383
|
Subject: | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Anlageberatung | Financial advisors | CAPM |
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