Ambiguity in portfolio selection. (English) Zbl 1180.91272
Dempster, M. A. H. (ed.) et al., Quantitative fund management. Boca Raton, FL: CRC Press (ISBN 978-1-4200-8191-6/hbk). Chapman & Hall/CRC Financial Mathematics Series, 377-391 (2009).
Cf. Quant. Finance 7, No. 4, 435–442 (2007; Zbl 1190.91138).
For the entire collection see [Zbl 1152.91004].
For the entire collection see [Zbl 1152.91004].
MSC:
| 91G10 | Portfolio theory |
