Portfolio selection with uncertainty measures consistent with additive shifts

Rosella Giacometti, Sergio Ortobelli, Tomáš Tichý

Year of publication:	2015
Authors:	Giacometti, Rosella ; Ortobelli, Sergio ; Tichý, Tomáš
Published in:	Prague economic papers : a bimonthly journal of economic theory and policy. - Prague : Oeconomica Publ., ISSN 1210-0455, ZDB-ID 1112445-3. - Vol. 24.2015, 1, p. 3-16
Subject:	alarm signal \| dispersion measure \| investment \| Sharpe ratio \| stochastic dominance \| systemic risk \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Risiko \| Risk \| Risikomaß \| Risk measure \| Messung \| Measurement \| Stochastischer Prozess \| Stochastic process \| Systemrisiko \| Systemic risk

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