Optimal asset allocation: risk and information uncertainty (Q322719)
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scientific article; zbMATH DE number 6636157
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal asset allocation: risk and information uncertainty |
scientific article; zbMATH DE number 6636157 |
Statements
Optimal asset allocation: risk and information uncertainty (English)
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7 October 2016
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uncertainty modelling
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uncertainty measure
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asset allocation
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mean-variance approach
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relative entropy
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