Pages that link to "Item:Q2453828"
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The following pages link to Optimal portfolio with vector expected utility (Q2453828):
Displaying 4 items.
- Portfolio selections under mean-variance preference with multiple priors for means and variances (Q525212) (← links)
- Portfolio allocation problems between risky and ambiguous assets (Q2288958) (← links)
- On booms that never bust: ambiguity in experimental asset markets with bubbles (Q2291443) (← links)
- Alpha as ambiguity: robust mean-variance portfolio analysis (Q2857583) (← links)