scientific article; zbMATH DE number 5685548
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Publication:5305332
zbMath1194.91005MaRDI QIDQ5305332
Publication date: 22 March 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10)
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Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity ⋮ Sur l’allocation dynamique de portefeuille robuste contre l’incertitude des rendements moyens ⋮ Portfolio adjusting optimization with added assets and transaction costs based on credibility measures ⋮ Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework ⋮ Mean semi-deviation from a target and robust portfolio choice under distribution and mean return ambiguity
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