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Search: subject:"Robust mean-variance"
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Wakai, Katsutoshi
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Robust portfolio selection with smart return prediction
Tu, Xueyong
;
Li, Bin
- In:
Economic modelling
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014549061
Saved in:
2
Robust state-dependent mean-variance portfolio selection : a closed-loop approach
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 529-561
Persistent link: https://www.econbiz.de/10012585986
Saved in:
3
Observational equivalence and nonequivalence of subjective and
robust
mean–variance
preferences
Wakai, Katsutoshi
- In:
Economics Letters
124
(
2014
)
2
,
pp. 219-221
We identify the conditions where
robust
mean–variance
preferences, which capture ambiguity aversion, are …
Persistent link: https://www.econbiz.de/10010933288
Saved in:
4
Observational equivalence and nonequivalence of subjective and
robust
mean-variance
preferences
Wakai, Katsutoshi
- In:
Economics letters
124
(
2014
)
2
,
pp. 219-221
Persistent link: https://www.econbiz.de/10010493720
Saved in:
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