Alpha as Ambiguity: Robust Mean‐Variance Portfolio Analysis
| Year of publication: |
2013
|
|---|---|
| Authors: | Maccheroni, Fabio ; Marinacci, Massimo ; Ruffino, Doriana |
| Published in: |
Econometrica. - Econometric Society. - Vol. 81.2013, 3, p. 1075-1113
|
| Publisher: |
Econometric Society |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10011026277