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Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon
Zeng, Yan; Wu, Huiling; Lai, Yongzeng - In: Economic modelling 33 (2013), pp. 462-470
Persistent link: https://www.econbiz.de/10010192881
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Robustness of optimal portfolios under risk and stochastic dominance constraints
Dupačová, Jitka; Kopam, Milos̆ - In: European journal of operational research : EJOR 234 (2014) 2, pp. 434-441
Persistent link: https://www.econbiz.de/10010356735
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Robust portfolio choice with uncertainty about jump and diffusion risk
Branger, Nicole; Larsen, Linda Sandris - In: Journal of banking & finance 37 (2013) 12, pp. 5036-5047
Persistent link: https://www.econbiz.de/10010342132
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Portfolio selection model for enhancing information technology synergy
Cho, Wooje; Shaw, Michael J. - In: IEEE transactions on engineering management : EM 60 (2013) 4, pp. 739-749
Persistent link: https://www.econbiz.de/10010208944
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Reward-risk portfolio selection and stochastic dominance
De Giorgi, Enrico - 2002
Persistent link: https://www.econbiz.de/10001745734
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Optimal investment and reinsurance of an insurer with model uncertainty
Zhang, Xin; Siu, Tak Kuen - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 81-88
Persistent link: https://www.econbiz.de/10009517594
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Problem of multicurrency deposit diversification : three possible approaches to risk accounting
Zhukovskiy, Vladislav I.; Molostvov, Vitaly S.; … - In: International journal of operations and quantitative … 20 (2014) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10010467909
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General uncertainty in portfolio selection : a case-based decision approach
Golosnoy, Vasyl; Okhrin, Yarema - In: Journal of economic behavior & organization : JEBO 67 (2008) 3/4, pp. 718-734
Persistent link: https://www.econbiz.de/10003763558
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Robust Portfolio Allocation Under Dependence Uncertainty and Ambiguity-Aversion
André, Eric; Tavin, Bertrand - 2023
aversion and the robust allocations. Finally, in a simulation study, we evidence the robustness of the obtained portfolios …
Persistent link: https://www.econbiz.de/10014349800
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Uncertain mean-variance portfolio model with inflation taking linear uncertainty distributions
Huang, Xiaoxia; Ma, Di; Choe, Kwang-Il - In: International review of economics & finance : IREF 87 (2023), pp. 203-217
Persistent link: https://www.econbiz.de/10014472066