Robust Asset Allocation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Hamiache, Gerard, 1999. "A Value with Incomplete Communication," Games and Economic Behavior, Elsevier, vol. 26(1), pages 59-78, January.
- Xavier Chojnicki & Lionel Ragot, 2011.
"Impacts of Immigration on Aging Welfare-State An Applied General Equilibrium Model for France,"
2011-13, CEPII research center.
- Xavier Chojnicki & Lionel Ragot, 2016. "Impacts of Immigration on Aging Welfare-State An Applied General Equilibrium Model for France," Post-Print hal-01549795, HAL.
- Xavier Chojnicki & Lionel Ragot, 2011. "Impacts of Immigration on Aging Welfare-State An Applied General Equilibrium Model for France," Working Papers hal-01017195, HAL.
- Xavier Chojnicki & Lionel Ragot, 2014. "Impacts of Immigration on Aging Welfare-State An Applied General Equilibrium Model for France," EconomiX Working Papers 2014-33, University of Paris Nanterre, EconomiX.
- Borm, P.E.M. & Owen, G. & Tijs, S.H., 1992. "On the position value for communication situations," Other publications TiSEM 5a8473e4-1df7-42df-ad53-f, Tilburg University, School of Economics and Management.
- Hart, Sergiu & Mas-Colell, Andreu, 1989. "Potential, Value, and Consistency," Econometrica, Econometric Society, vol. 57(3), pages 589-614, May.
- repec:spr:compst:v:47:y:1998:i:3:p:423-449 is not listed on IDEAS
- Sophie Dabo-Niang & Anne-Françoise Yao, 2013. "Kernel spatial density estimation in infinite dimension space," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(1), pages 19-52, January.
- Calvo, Emilio & Lasaga, Javier & van den Nouweland, Anne, 1999. "Values of games with probabilistic graphs," Mathematical Social Sciences, Elsevier, vol. 37(1), pages 79-95, January.
- William Thomson, 2001. "On the axiomatic method and its recent applications to game theory and resource allocation," Social Choice and Welfare, Springer;The Society for Social Choice and Welfare, vol. 18(2), pages 327-386.
- Gómez, D. & González-Arangüena, E. & Manuel, C. & Owen, G., 2008. "A value for generalized probabilistic communication situations," European Journal of Operational Research, Elsevier, vol. 190(2), pages 539-556, October.
More about this item
Keywordsrobust optimization; mean-variance optimization; saddle-point problems;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:annopr:v:132:y:2004:i:1:p:157-187:10.1023/b:anor.0000045281.41041.ed. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .
We have no references for this item. You can help adding them by using this form .