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Portfolio choices : comparative statics under both expected return and volatility uncertainty

Lin, Qian; Tian, Dejian - In: Quantitative finance 21 (2021) 6, pp. 1027-1035

Persistent link: https://www.econbiz.de/10012515634

Price of climate risk hedging under uncertainty

Rubtsov, Alexey; Xu, Wei; Šević, Aleksandar; Šević, … - In: Technological forecasting & social change : an … 165 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012671618

Biased learning under ambiguous information

Chen, Jaden Yang - In: Journal of economic theory 203 (2022), pp. 1-30

Persistent link: https://www.econbiz.de/10013374966

Optimal stochastic control problem under model uncertainty with nonentropy penalty

Faidi, Wahid; Matoussi, Anis; Mnif, Mohamed - In: International journal of theoretical and applied finance 20 (2017) 3, pp. 1-41

Persistent link: https://www.econbiz.de/10011686954

Maximum probabilities, information, and choice under uncertainty

Burghart, Dan - In: Economics letters 167 (2018), pp. 43-47

Persistent link: https://www.econbiz.de/10012015769

Robustness-based portfolio optimization under epistemic uncertainty

Asadujjaman, Md.; Zaman, Kais - In: Journal of industrial engineering international 15 (2019) 2, pp. 207-219

-based approach. This paper first proposes a nested robustness-based portfolio optimization formulation using the moment bounding … approach is then proposed to un-nest the robustness-based portfolio optimization from the analysis of epistemic variables to … discussed empirically based on portfolio return and risk. …

Persistent link: https://www.econbiz.de/10012020120