Robust portfolio optimization with a generalized expected utility model under ambiguity
type: Item
instance of: scholarly article
title: Robust portfolio optimization with a generalized expected utility model under ambiguity
zbMATH Open document ID: 1233.91249
author: Xiaoxian Ma
author: Qingzhen Zhao
author: Jilin Qu
published in: Annals of Finance
publication date: 2012-03-06T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C31
Mathematics Subject Classification ID: 90C20
zbMATH DE Number: 6012457
zbMATH Keywords: robust optimization
zbMATH Keywords: portfolio selection
zbMATH Keywords: ambiguity
zbMATH Keywords: equilibrium
MaRDI profile type: Publication
full work available at URL: s10436-007-0082-2
OpenAlex ID: W1987144782
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DOI: 10.1007/S10436-007-0082-2
description: scientific article; zbMATH DE number 6012457