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Markowitz with regret - MaRDI portal

Markowitz with regret (Q2002638)

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scientific article; zbMATH DE number 7080128
Language Label Description Also known as
English
Markowitz with regret
scientific article; zbMATH DE number 7080128

    Statements

    title
    Markowitz with regret (English)
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    author
    Rainer Baule
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    Olaf Korn
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    Laura-Chloé Kuntz
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    publication date
    12 July 2019
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    zbMATH Keywords
    portfolio selection
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    regret aversion
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    regret risk
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    Identifiers

    zbMATH DE Number
    7080128
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    OpenAlex ID
    W2891446973
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    Wikidata QID
    Q128057513
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