Pages that link to "Item:Q1667217"
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The following pages link to Delegated portfolio management under ambiguity aversion (Q1667217):
Displaying 9 items.
- The robust Merton problem of an ambiguity averse investor (Q506375) (← links)
- Delegated dynamic portfolio management under mean-variance preferences (Q955492) (← links)
- Delegated portfolio management (Q1083347) (← links)
- Optimism bias, portfolio delegation, and economic welfare (Q1672764) (← links)
- An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution (Q1750392) (← links)
- Portfolio delegation under short-selling constraints (Q2490702) (← links)
- Multi-market portfolio optimization with conditional value at risk (Q2670592) (← links)
- Estimation Risk and Incentive Contracts for Portfolio Managers (Q3795444) (← links)
- Portfolio selection under uncertainty: a new methodology for computing relative‐robust solutions (Q6070503) (← links)