Optimal investment under partial information and robust VAR-type constraint
Nicole Bäuerle, An Chen
| Year of publication: |
2023
|
|---|---|
| Authors: | Bäuerle, Nicole ; Chen, An |
| Subject: | risk management | Uncertainty about drift | value-at-risk-based regulation | Theorie | Theory | Unvollkommene Information | Incomplete information | Risikomanagement | Risk management | Risiko | Risk | Regulierung | Regulation | Entscheidung unter Unsicherheit | Decision under uncertainty |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024923500176 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014497281