Delegated portfolio management under ambiguity aversion
type: Item
instance of: scholarly article
title: Delegated portfolio management under ambiguity aversion
zbMATH Open document ID: 1408.91195
author: Annalisa Fabretti
author: Stefano Herzel
author: Mustafa Ç. Pınar
published in: Operations Research Letters
publication date: 2018-08-27T00:00:00Z
full work available at URL: http://hdl.handle.net/11693/26320
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C31
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6927846
zbMATH Keywords: delegated portfolio management
zbMATH Keywords: ambiguity
zbMATH Keywords: robust optimization
MaRDI profile type: Publication
OpenAlex ID: W2074862948
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DOI: 10.1016/J.ORL.2014.02.002
description: scientific article; zbMATH DE number 6927846