Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
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Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
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wetenschappelijk artikel
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наукова стаття, опублікована у 2017
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Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
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Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
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Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
@en
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
@nl
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Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
@en
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
@nl
P2860
P1476
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
@en
P2093
Sigrid Källblad
P2860
P304
P356
10.1007/S00780-016-0318-Y
P407
P4109
urn:nbn:at:at-ubtuw:3-4021
P577
2017-01-01T00:00:00Z
P6201
AC15187475