Robust Asset Allocation Under Model Ambiguity Sandrine Tobelem (London School of Economics - Statistics Department) (Joint work with Pauline Barrieu) - Sandrine - Document - PDFSEARCH.IO

First Page	Meta Content
	Robust Asset Allocation Under Model Ambiguity Sandrine Tobelem (London School of Economics - Statistics Department) (Joint work with Pauline Barrieu) Add to Reading List Document Date: 2010-06-19 08:37:27 Open Document File Size: 549,77 KB Share Result on Facebook City Toronto / / Organization Statistics Department / KMM / London School of Economics / / Person Pauline Barrieu / / SocialTag Management Ethics Statistics Operations research Ambiguity aversion Economics Mathematical optimization Expected utility hypothesis Risk Decision theory

Robust Asset Allocation Under Model Ambiguity Sandrine Tobelem (London School of Economics - Statistics Department) (Joint work with Pauline Barrieu)Add to Reading List