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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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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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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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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
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Policymakers' uncertainty
Cieślak, Anna; Hansen, Stephen; McMahon, Michael; … - 2023
Persistent link: https://www.econbiz.de/10014391687
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Growth, R&D, and uncertainty
Tsuboi, Mizuki - In: Economic modelling 87 (2020), pp. 394-400
Persistent link: https://www.econbiz.de/10012416771
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Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks
Tan, Senren; Zhuo, Jin; Wu, Fuke - In: Economic modelling 49 (2015), pp. 331-343
Persistent link: https://www.econbiz.de/10011439593
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A portfolio-invariant capital allocation scheme penalizing concentration risk
Kao, Lie-Jane - In: Economic modelling 51 (2015), pp. 560-570
Persistent link: https://www.econbiz.de/10011476155