✦ LIBER ✦

Robust portfolio asset allocation and risk measures

✍ Scribed by Scutellà, Maria Grazia; Recchia, Raffaella

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Homeownership and mixed-asset portfolio

✍ Doug Waggle; Don T. Johnson 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 600 KB

On the robustness of risk-based asset al

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

An analysis of risk-based asset allocati

✍ Lan-chih Ho; John Cadle; Michael Theobald 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 520 KB

Ambiguous Risk Measures and Optimal Robu

✍ Calafiore, Giuseppe C. 📂 Article 📅 2007 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 426 KB

ROBUST ASSET ALLOCATION WITH BENCHMARKED

✍ Andrew E. B. Lim; J. George Shanthikumar; Thaisiri Watewai 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 397 KB

Portfolio allocation and asset demand wi

✍ Thomas Eichner; Andreas Wagener 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 207 KB