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Robust portfolio selection with and without relative entropy

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Option-implied probability distributions : How reliable? How jagged?

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Directed matching with endogenous Markov probability: clients or competitors?

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Robust Portfolio Selection with and without Relative Entropy

Taboga, Marco - In: Topics in Theoretical Economics 6 (2006) 1

We analyze two robust portfolio selection models, where a mean-variance investor considers possible deviations from a reference distribution of asset returns, adopting a maxmin criterion. The two models differ in the metric used to measure the distance between the reference distribution of asset...

Persistent link: https://www.econbiz.de/10014589076