✦ LIBER ✦

Portfolio selection under model uncertainty: a penalized moment-based optimization approach

✍ Scribed by Li, Jonathan Y.; Kwon, Roy H.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

General uncertainty in portfolio selecti

✍ Vasyl Golosnoy; Yarema Okhrin 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 726 KB

Optimal dynamic portfolio selection for

✍ Walter J. Gutjahr 📂 Article 📅 2009 🏛 Springer 🌐 German ⚖ 367 KB

A model of optimal portfolio selection u

✍ Vathana Ly Vath; Mohamed Mnif; Huyên Pham 📂 Article 📅 2006 🏛 Springer-Verlag 🌐 English ⚖ 611 KB

A statistical minimax approach to optimi

✍ E. Yu. Ignashchenko; A. R. Pankov; K. V. Semenikhin 📂 Article 📅 2010 🏛 SP MAIK Nauka/Interperiodica 🌐 English ⚖ 701 KB

Dynamic facility layout problem under un

✍ Ripon, Kazi ;Glette, Kyrre ;Hovin, Mats ;Torresen, Jim 📂 Article 📅 2011 🏛 De Gruyter Open Sp. z o.o. 🌐 English ⚖ 536 KB

Multi-objective portfolio selection mode

✍ Li, Jun; Xu, Jiuping 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 430 KB