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Portfolio selection with probabilistic utility - MaRDI portal

Portfolio selection with probabilistic utility (Q2480226)

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Portfolio selection with probabilistic utility
scientific article

    Statements

    title
    Portfolio selection with probabilistic utility (English)
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    author
    Robert Marschinski
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    Pietro Rossi
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    Massimo Tavoni
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    Flavio Cocco
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    publication date
    31 March 2008
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    zbMATH Keywords
    portfolio selection
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    estimation error
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    parameter uncertainty
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    probabilistic utility
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    asset allocation
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    Identifiers

    zbMATH DE Number
    5255823
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    Wikidata QID
    Q56867740
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    OpenAlex ID
    W2092391866
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