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Journal Articles Computational Economics Year : 2020

Optimal Portfolio Positioning on Multiple Assets Under Ambiguity

Hachmi Ben Ameur
  • Function : Author
Amiens School of Management
Mouna Boujelbène
  • Function : Author
Jean-Luc Prigent
  • Function : Author
  • PersonId : 1134801
Théorie économique, modélisation et applications
Emna Triki
  • Function : Author

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Mathematics [math] Humanities and Social Sciences Statistics [stat] Quantitative Finance [q-fin]

Jean-Luc Prigent  : Connect in order to contact the contributor

https://hal-cyu.archives-ouvertes.fr/hal-03679693

Submitted on : Thursday, May 26, 2022-11:52:29 PM

Last modification on : Friday, March 24, 2023-2:53:27 PM

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hal-03679693 , version 1 (26-05-2022)

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Hachmi Ben Ameur, Mouna Boujelbène, Jean-Luc Prigent, Emna Triki. Optimal Portfolio Positioning on Multiple Assets Under Ambiguity. Computational Economics, 2020, 56 (1), pp.21-57. ⟨10.1007/s10614-019-09894-y⟩. ⟨hal-03679693⟩

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