Work

The 1/N investment strategy is optimal under high model ambiguity

Year: 2011

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2011.07.018

Authors: Georg Ch. Pflug, Alois Pichler, David Wozabal

Institution: University of Vienna

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2052889677

FWCI: 15.2

Cites: 33

Cited by: 222

Related to: 10