The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model-Reference-Cited by-同舟云学术

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The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model

Published:2024-05 Issue:3 Volume:314 Page:1029-1039
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Petturiti Davide^ORCID,Vantaggi Barbara

Funder

Ministero dell'Istruzione dell'Universita e della Ricerca

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference28 articles.

1. Ambiguity attitudes about investments: Evidence from the field;Anantanasuwong,2019

2. Dynamic portfolio selection under ambiguity in the ϵ-Contaminated binomial model;Antonini,2020

3. Behavioral mean-variance portfolio selection;Bi;European Journal of Operational Research,2018

4. Bonmin, . (2023). https://www.coin-or.org/Bonmin/.

5. Convex optimization;Boyd,2004

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Newsvendor problem with discrete demand and constrained first moment under ambiguity;Decisions in Economics and Finance;2024-08-30

2. Evaluating uncertainty with Vertical Barrier Models;International Journal of Approximate Reasoning;2024-04

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