Pages that link to "Item:Q6054412"
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The following pages link to Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach (Q6054412):
Displaying 18 items.
- On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets (Q1621908) (← links)
- A review on ambiguity in stochastic portfolio optimization (Q1711083) (← links)
- Dynamic portfolio selection with mispricing and model ambiguity (Q2018555) (← links)
- The surprising robustness of dynamic mean-variance portfolio optimization to model misspecification errors (Q2029065) (← links)
- A new uncertain random portfolio optimization model for complex systems with downside risks and diversification (Q2113034) (← links)
- Robust investment strategies with two risky assets (Q2115940) (← links)
- Signal-to-noise matrix and model reduction in continuous-time hidden Markov models (Q2148921) (← links)
- Second-order uncertainty and naive diversification (Q2158669) (← links)
- Uncertain mean-variance model for dynamic project portfolio selection problem with divisibility (Q2272422) (← links)
- Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
- Does diversification promote risk reduction and profitability raise? Estimation of dynamic impacts using the pooled mean group model (Q5138673) (← links)
- Robust Markowitz mean‐variance portfolio selection under ambiguous covariance matrix (Q5743121) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
- Markov decision processes under model uncertainty (Q6146671) (← links)
- Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens (Q6160409) (← links)
- Online portfolio selection with state-dependent price estimators and transaction costs (Q6168616) (← links)
- Robust Control Problems of BSDEs Coupled with Value Functions (Q6169621) (← links)
