Narrative-based robust stochastic optimization

R. Klerkx*, A. Pelsser

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Pages (from-to)266-277
Number of pages12
JournalJournal of Economic Behavior & Organization
Volume196
DOIs
Publication statusPublished - 1 Apr 2022

Keywords

  • Optimization
  • Portfolio construction
  • Scenarios
  • Narratives
  • Fixed income
  • Uncertainty
  • OPTIMAL PORTFOLIO CHOICE
  • SELECTION

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