The following pages link to Ambiguous Correlation (Q5113191):
Displaying 11 items.
- Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552) (← links)
- Combining forecasts in the presence of ambiguity over correlation structures (Q2067385) (← links)
- Comparing ambiguous urns with different sizes (Q2067406) (← links)
- Uncertainty and compound lotteries: calibration (Q2088606) (← links)
- Robust investment strategies with two risky assets (Q2115940) (← links)
- Robust portfolio optimization with respect to spectral risk measures under correlation uncertainty (Q2152585) (← links)
- Portfolio concentration, portfolio inertia, and ambiguous correlation (Q2155229) (← links)
- Correlated beliefs: predicting outcomes in \(2\times 2\) games (Q2195701) (← links)
- Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
- Ellsberg meets Keynes at an urn (Q6088835) (← links)
- Source dependence in effort provision (Q6616589) (← links)