Pages that link to "Item:Q2661552"
From MaRDI portal
The following pages link to Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion (Q2661552):
Displaying 3 items.
- Probability maximization models for portfolio selection under ambiguity (Q623758) (← links)
- Equilibrium investment and reinsurance strategies under smooth ambiguity with a general second-order distribution (Q2098011) (← links)
- Estimation of optimal portfolio weights under parameter uncertainty and user-specified constraints: a perturbation method (Q2320916) (← links)