Optimal portfolio positioning on multiple assets under ambiguity
Hachmi Ben Ameur, Mouna Boujelbène, J.L. Prigent, Emna Triki
| Year of publication: |
2020
|
|---|---|
| Authors: | Ben Ameur, Hachmi ; Abbes, Mouna Boujelbène ; Prigent, Jean-Luc ; Triki, Emna |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 56.2020, 1, p. 21-57
|
| Subject: | Portfolio optimization | Ambiguity | Multiple assets | Structured portfolio | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikoaversion | Risk aversion | Entscheidung unter Unsicherheit | Decision under uncertainty | Kapitalanlage | Financial investment | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-019-09894-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012272015