OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY (Q5066294)
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scientific article; zbMATH DE number 7499765
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY |
scientific article; zbMATH DE number 7499765 |
Statements
OPTIMAL PORTFOLIO CHOICE WITH CRASH RISK AND MODEL AMBIGUITY (English)
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29 March 2022
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optimal portfolios
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crash scenarios
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indifference principle
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robust optimization
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model uncertainty
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Knightian uncertainty
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