Alpha as ambiguity : robust mean-variance portfolio analysis
by Fabio Maccheroni, Massimo Marinacci, and Doriana Ruffino
| Year of publication: |
2013
|
|---|---|
| Authors: | Maccheroni, Fabio ; Marinacci, Massimo ; Ruffino, Doriana |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 81.2013, 3, p. 1075-1113
|
| Subject: | Entscheidung unter Unsicherheit | Decision under uncertainty | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009763135