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Robust minimum variance portfolio optimization modelling under scenario uncertainty
Xidonas, Panos; Hassapis, Christis; Soulis, John; … - In: Economic modelling 64 (2017), pp. 60-71
Persistent link: https://www.econbiz.de/10011756471
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Can unpredictable risk exposure be priced?
Barahona, Ricardo; Driessen, Joost; Frehen, Rik - In: Journal of financial economics 139 (2021) 2, pp. 522-544
Persistent link: https://www.econbiz.de/10012693684
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Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon
Zeng, Yan; Wu, Huiling; Lai, Yongzeng - In: Economic modelling 33 (2013), pp. 462-470
Persistent link: https://www.econbiz.de/10010192881
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Interval portfolio selection models within the framework of uncertainty theory
Li, Xiang; Qin, Zhongfeng - In: Economic modelling 41 (2014), pp. 338-344
Persistent link: https://www.econbiz.de/10010440727
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Sustainable investing with ESG rating uncertainty
Avramov, Doron; Cheng, Si; Lioui, Abraham; Tarelli, Andrea - In: Journal of financial economics 145 (2022) 2,2, pp. 642-664
Persistent link: https://www.econbiz.de/10013474428
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Robust portfolio selection with subjective risk aversion under dependence uncertainty
Su, Xiaoshan; Li, Yuhan - In: Economic modelling 132 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014547968
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Ambiguity and private investors' behavior after forced fund liquidations
Meyer, Steffen; Uhr, Charline - In: Journal of financial economics 156 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10015072318
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Evaluating monetary policy rules under fundamental uncertainty : an info-gap approach
Ben-Haim, Yakov; Demertzis, Maria; End, Jan-Willem van den - In: Economic modelling 73 (2018), pp. 55-70
Persistent link: https://www.econbiz.de/10012100500
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Inflation contract, central bank transparency and model uncertainty
Dai, Meixing; Spyromitros, Eleftherios - In: Economic modelling 29 (2012) 6, pp. 2371-2381
Persistent link: https://www.econbiz.de/10009673722
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Optimal portfolio positioning under ambiguity
Ben Ameur, H.; Prigent, Jean-Luc - In: Economic modelling 34 (2013), pp. 89-97
Persistent link: https://www.econbiz.de/10010361938