Pages that link to "Item:Q5250044"
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The following pages link to Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor (Q5250044):
Displaying 6 items.
- On optimal portfolio diversification with respect to extreme risks (Q650773) (← links)
- Portfolio theory for the recourse certainty equivalent maximizing investor (Q1176861) (← links)
- Naive versus optimal diversification: tail risk and performance (Q1681368) (← links)
- Resolution of Degeneracy in Merton's Portfolio Problem (Q2953941) (← links)
- OPTIMAL NUMERAIRES FOR RISK MEASURES (Q3502125) (← links)
- Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)