TY  - JOUR
AU  - Balbás, Alejandro
AU  - Balbás, Beatriz
AU  - Balbás Aparicio, Raquel
PY  - 2016
DO  - 10.1016/j.ejor.2015.09.023
SN  - 0377-2217
UR  - https://hdl.handle.net/20.500.14352/23598
T2  - European Journal of Operational Research
AB  - This paper deals with portfolio selection problems under risk and ambiguity. The investor may be ambiguouswith respect to the set of states of nature and their probabilities. Both static and discrete or continuous timedynamic pricing models are...
LA  - eng
M2  - 666
PB  - Elsevier
KW  - Ambiguity
KW  - Robust portfolio selection
KW  - Coherent risk under ambiguity
KW  - Benchmark and CAPM
KW  - Good deal
TI  - Good deals and benchmarks in robust portfolio selection
TY  - journal article
VL  - 250
ER  -