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Optimal portfolios under worst-case scenarios - MaRDI portal

Optimal portfolios under worst-case scenarios (Q5245025)

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scientific article; zbMATH DE number 6422285
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English
Optimal portfolios under worst-case scenarios
scientific article; zbMATH DE number 6422285

    Statements

    title
    Optimal portfolios under worst-case scenarios (English)
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    author
    Carole Bernard
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    Jit Seng Chen
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    Steven Vanduffel
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    publication date
    1 April 2015
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    zbMATH Keywords
    behavioural portfolio selection
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    state-dependent preferences
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    risk diversification
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    cost-efficiency
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    path-dependent strategies
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    growth optimal portfolio
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    60H30
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    62P05
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    zbMATH DE Number
    6422285
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    OpenAlex ID
    W3122846639
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