1

The 1/N investment strategy is optimal under high model ambiguity

Year:
2012
Language:
english
File:
PDF, 351 KB
english, 2012
3

Ambiguity in portfolio selection

Year:
2007
Language:
english
File:
PDF, 175 KB
english, 2007
7

A difference of convex formulation of value-at-risk constrained optimization

Year:
2010
Language:
english
File:
PDF, 1.05 MB
english, 2010