Regret-Based Portfolio Allocation: Minimizing Opportunity Cost and Its Dispersion

SSRN Electronic Journal 2026 Preprint Open access

Read full text

Authors: Mario Bajo Traver

DOI: 10.2139/ssrn.6322898

Cited by: 0

Fields of Study & Subjects

Risk and Portfolio Optimization Financial Markets and Investment Strategies Financial Risk and Volatility Modeling