Robust portfolio optimization with a generalized expected utility model under ambiguity
Xiaoxian Ma; Qingzhen Zhao; Jilin Qu
| Year of publication: |
2008
|
|---|---|
| Authors: | Ma, Xiaoxian ; Zhao, Qingzhen ; Qu, Jilin |
| Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 4.2008, 4, p. 431-444
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| Subject: | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Robustes Verfahren | Robust statistics | Erwartungsnutzen | Expected utility | Risiko | Risk | Theorie | Theory |
| 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/10003737193