✦ LIBER ✦

ROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVES

✍ Scribed by Andrew E. B. Lim; J. George Shanthikumar; Thaisiri Watewai

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Robust Asset Allocation

✍ R.H. Tütüncü; M. Koenig 📂 Article 📅 2004 🏛 Springer US 🌐 English ⚖ 487 KB

Robust portfolio asset allocation and ri

✍ Scutellà, Maria Grazia; Recchia, Raffaella 📂 Article 📅 2013 🏛 Springer US 🌐 English ⚖ 797 KB

On the robustness of risk-based asset al

✍ Thorsten Poddig, Albina Unger 📂 Article 📅 2012 🏛 Springer US 🌐 English ⚖ 520 KB

Robust asset prices with bubbles

✍ Jonathan L. Burke 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 327 KB

Dynamic Asset Allocation with Event Risk

✍ Jun Liu; Francis A. Longstaff; Jun Pan 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 290 KB

REGIONAL ALLOCATION OF INVESTMENT WITH D

✍ Philippe Michel; Pierre Pestieau; Jacques-Francois Thisse 📂 Article 📅 1983 🏛 John Wiley and Sons 🌐 English ⚖ 648 KB