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 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701384