Robust portfolio selection problem under temperature uncertainty
Nalân Gülpınar, Ethem Çanakoḡlu
| Year of publication: |
16 January 2017
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| Authors: | Gülpınar, Nalân ; Çanakoḡlu, Ethem |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 256.2017, 2 (16.1.), p. 500-523
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| Subject: | Robust investment decisions | Temperature uncertainty | Asset allocation | Weather derivatives | Portfolio-Management | Portfolio selection | Wetter | Weather | Risiko | Risk | Derivat | Derivative | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory | Robustes Verfahren | Robust statistics | Kapitalanlage | Financial investment | Investitionsentscheidung | Investment decision | Klimawandel | Climate change |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.05.046 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011612035