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Optimal investment in ambiguous financial markets with learning - MaRDI portal

Optimal investment in ambiguous financial markets with learning

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Publication:6554635

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DOI10.1016/j.ejor.2024.01.022MaRDI QIDQ6554635

Nicole Bäuerle, Antje Mahayni

Publication date: 13 June 2024

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

learning duality theory portfolio optimization smooth ambiguity Bayesian investment problem

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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