Robust portfolio choice with learning in the framework of regret : single-period case
Andrew E. B. Lim; J. George Shanthikumar; Gah-Yi Vahn
| Year of publication: |
2012
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|---|---|
| Authors: | Lim, Andrew E. B. ; Shanthikumar, J. George ; Vahn, Gah-yi |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 58.2012, 9, p. 1732-1746
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| Subject: | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Robustes Verfahren | Robust statistics | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009655704