Uncertainty aversion, robust control and asset holdings
Giannis Vardas and Anastasios Xepapadeas
| Year of publication: |
2004
|
|---|---|
| Authors: | Vardas, Giannis ; Xepapadeas, Anastasios |
| Publisher: |
Milano |
| Subject: | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Modellierung | Scientific modelling | Risikoaversion | Risk aversion |
| Extent: | 23 S graph. Darst |
|---|---|
| Series: | Nota di lavoro / Fondazione Eni Enrico Mattei. - Milan : [Verlag nicht ermittelbar], ZDB-ID 1408109-X. - Vol. 2004,66 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Internetausg.: http://www.feem.it/NR/rdonlyres/D422DF77-A333-46BE-8DD8-4B6D1628236C/1141/6604.pdf |
| Classification: | G11 - Portfolio Choice ; D81 - Criteria for Decision-Making under Risk and Uncertainty |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002127259