The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model
Year of publication: |
2024
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Authors: | Petturiti, Davide ; Vantaggi, Barbara |
Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 314.2024, 3 (1.5.), p. 1029-1039
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Subject: | Ambiguity | Epsilon-contamination | Portfolio optimization | Uncertainty modeling | Theorie | Theory | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Risiko | Risk |
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