Robust portfolio optimization with a generalized expected utility model under ambiguity
Year of publication: |
2008
|
---|---|
Authors: | Ma, Xiaoxian ; Zhao, Qingzhen ; Qu, Jilin |
Published in: |
Annals of Finance. - Springer. - Vol. 4.2008, 4, p. 431-444
|
Publisher: |
Springer |
Subject: | Robust optimization | Portfolio selection | Ambiguity | Equilibrium |
Saved in:
Online Resource
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