Robust Optimal Portfolio in a Mixture Setting with Partial Ambiguity

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Nariankadu D. Shyamalkumar, Tianrun Wang

DOI: 10.2139/ssrn.6343049

Cited by: 0

References: 17

Fields of Study & Subjects

Risk and Portfolio Optimization Probability and Risk Models Stochastic processes and financial applications

References 17