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Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach

Published Online: 2021-03-22

Published Print: 2022-07

Authors

Guo, Shaoyan https://orcid.org/0000-0001-5369-3179
Xu, Huifu
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (11801057)

Hong Kong Research Grant Council (14500620)
License Information

Text and Data Mining valid from 2021-03-22

Version of Record valid from 2021-03-22
More Information

Article History

Received: 7 July 2020

Accepted: 12 February 2021

First Online: 22 March 2021

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