On robust portfolio and naïve diversification : mixing ambiguous and unambiguous assets
A. Burak Paç, Mustafa Ç. Pınar
| Year of publication: |
July 2018
|
|---|---|
| Authors: | Paç, A. Burak ; Pınar, Mustafa Ç. |
| Published in: |
Analytical models for financial modeling and risk management. - New York, NY, USA : Springer. - 2018, p. 223-253
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Diversifikation | Diversification | Robustes Verfahren | Robust statistics | Erwartungsnutzen | Expected utility | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-017-2619-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011897175