On robust portfolio and naïve diversification : mixing ambiguous and unambiguous assets

von Paç, A. Burak
Veröffentlicht in Financial Engineering and Banking Society (International Conference : 6. : 2016 : Malaga) Analytical models for financial modeling and risk management (2018)

Robust portfolio choice with CVaR and VaR under distribution and mean return ambiguity

von Paç, A. Burak
Veröffentlicht in Top (2014)