Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity (Q2349605)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity |
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Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity (English)
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17 June 2015
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portfolio choice
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ellipsoidal uncertainty
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lower partial moments
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distributional robustness
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adjustable robustness
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dynamic portfolio rules
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