Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis

doi:10.3982/ecta9678

Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis

Econometrica ◽

10.3982/ecta9678 ◽

2013 ◽

Vol 81 (3) ◽

pp. 1075-1113 ◽

Cited By ~ 70

Keyword(s):

Portfolio Analysis ◽

Mean Variance Portfolio ◽

Mean Variance

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Dynamic mean-variance portfolio analysis under model risk

The Journal of Computational Finance ◽

10.21314/jcf.2009.202 ◽

2009 ◽

Vol 12 (4) ◽

pp. 91-115 ◽

Cited By ~ 9

Author(s):

Daniel Kuhn ◽

Panos Parpas ◽

Berç Rustem ◽

Raquel Fonseca

Keyword(s):

Portfolio Analysis ◽

Model Risk ◽

Mean Variance Portfolio ◽

Mean Variance

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Mean-Variance Portfolio Analysis for Continuous Compound Return

SSRN Electronic Journal ◽

10.2139/ssrn.3830922 ◽

2021 ◽

Author(s):

David Hai Zhang

Keyword(s):

Portfolio Analysis ◽

Mean Variance Portfolio ◽

Mean Variance

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Mean-Variance Portfolio Analysis

A Course on Statistics for Finance ◽

10.1201/9781315373751-6 ◽

2018 ◽

pp. 113-139

Author(s):

Stanley L. Sclove

Keyword(s):

Portfolio Analysis ◽

Mean Variance Portfolio ◽

Mean Variance

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Mean-variance Portfolio Analysis using Accounting, Financial and Corporate Governance Variables-Application on London Stock Exchange’s FTSE 100

Developments in Mean-Variance Efficient Portfolio Selection ◽

10.1057/9781137359926_6 ◽

2015 ◽

pp. 181-203

Author(s):

Megha Agarwal

Keyword(s):

Corporate Governance ◽

Portfolio Analysis ◽

Mean Variance Portfolio ◽

Mean Variance

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Development of cogeneration in Germany: A mean-variance portfolio analysis of individual technology’s prospects in view of the new regulatory framework

Energy ◽

10.1016/j.energy.2011.06.038 ◽

2011 ◽

Vol 36 (8) ◽

pp. 5301-5313 ◽

Cited By ~ 24

Author(s):

Günther Westner ◽

Reinhard Madlener

Keyword(s):

Portfolio Analysis ◽

Regulatory Framework ◽

Mean Variance Portfolio ◽

Mean Variance

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