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"On robust portfolio and naïve diversification: mixing ambiguous and ..."

A. Burak Paç, Mustafa Ç. Pinar (2018)

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DOI: 10.1007/S10479-017-2619-8

access: closed

type: Journal Article

metadata version: 2020-08-13

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A. Burak Paç, Mustafa Ç. Pinar:
On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets. Ann. Oper. Res. 266(1-2): 223-253 (2018)

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