Similar Search Results

Optimal portfolio positioning on multiple assets under ambiguity

Ben Ameur, Hachmi; Abbes, Mouna Boujelbène; Prigent, … - In: Computational economics 56 (2020) 1, pp. 21-57

Persistent link: https://www.econbiz.de/10012272015

Welfare effects of information and rationality in portfolio decisions under parameter uncertainty

Longo, M.; Mainini, A. - In: Quantitative finance 18 (2018) 12, pp. 2035-2050

Persistent link: https://www.econbiz.de/10012262961

Managing ambiguity in asset allocation

Kaya, Hakan - In: The journal of asset management 18 (2017) 3, pp. 163-187

Persistent link: https://www.econbiz.de/10011704212

Robust portfolio selection problem under temperature uncertainty

Gülpınar, Nalân; Çanakoḡlu, Ethem - In: European journal of operational research : EJOR 256 (2017) 2, pp. 500-523

Persistent link: https://www.econbiz.de/10011612035

Variance stochastic orders

Gollier, Christian - In: Journal of mathematical economics 80 (2019), pp. 1-8

Persistent link: https://www.econbiz.de/10012105651

Policy uncertainty and bank bailouts

Caliendo, Frank; Guo, Nick L.; Smith, Jason M. - In: Journal of financial markets 39 (2018), pp. 111-125

Persistent link: https://www.econbiz.de/10012001892

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

Stability advances in robust portfolio optimization under parallelepiped uncertainty

Kara, Güray; Özmen, Ayşe; Weber, Gerhard-Wilhelm - In: Central European journal of operations research : CEJOR … 27 (2019) 1, pp. 241-261

Persistent link: https://www.econbiz.de/10011965635

Robust stock and bond allocation with end-of-horizon effects

Dziecichowicz, Michael; Thiele, Aurélie C. - In: RAIRO / Operations research 53 (2019) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10012113607

Maximum probabilities, information, and choice under uncertainty

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

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