Managing ambiguity in asset allocation

Author:

Kaya Hakan

Publisher

Springer Science and Business Media LLC

Subject

Information Systems and Management,Strategy and Management,Business and International Management

Reference34 articles.

1. Ameur, B.H. and Prigent, J.-L. (2013) Optimal portfolio positioning under ambiguity. Economic Modelling 34: 89–97.

2. Bela, F.A., Kapila, A. and Gupta, M.R. (2010) Introduction to the Dirichlet distribution and related processes. University of Washignton, Department of Electrical Engineering. Seattle: UWEETR. https://www.ee.washington.edu/techsite/papers/documents/UWEETR-2010-0006.pdf

3. Ben-Tal, A. and Nemirovski, A. (1998) Robust convex optimization. Mathematics of Operations Research 23(4): 769–805.

4. Ben-Tal, A., El Ghaoui, L. and Nemirovski, A. (2009) Robust Optimization. Princeton, NJ: Princeton University Press.

5. Berç, R. and Howe, M. (2002) Algorithms for Worst-Case Design and Applications to Risk Management. Princeton, NJ: Princeton University Press.

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