scholarly journals Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach

2021 ◽  
Author(s):  
Huyên Pham ◽  
Xiaoli Wei ◽  
Chao Zhou
Keyword(s):  
Model Uncertainty ◽  
Portfolio Diversification ◽  
Mean Variance ◽  
Variance Approach

Robo-advising: a dynamic mean-variance approach

2021 ◽  
Author(s):  
Min Dai ◽  
Hanqing Jin ◽  
Steven Kou ◽  
Yuhong Xu
Keyword(s):  
Mean Variance ◽  
Variance Approach

Optimal Pairs Trading Strategies: a Stochastic Mean-Variance Approach

2021 ◽  
Author(s):  
Fenghui Yu ◽  
Wai-Ki Ching ◽  
Chufang WU ◽  
Jiawen Gu
Keyword(s):  
Trading Strategies ◽  
Pairs Trading ◽  
Mean Variance ◽  
Variance Approach

Pension Income Indexation: A Mean-Variance Approach

Economía ◽  
2019 ◽  
Vol 20 (1) ◽  
pp. 33-59
Author(s):  
Rodrigo Lluberas
Keyword(s):  
Pension Income ◽  
Mean Variance ◽  
Variance Approach
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