Frank Lutgens

Maastricht School of Business and Economics

Researcher

P.O. Box 616

Maastricht, 6200 MD

Netherlands

SCHOLARLY PAPERS

2

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224

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

Robust Portfolio Optimization with Multiple Experts

Number of pages: 55 Posted: 12 Jul 2008 Last Revised: 06 Nov 2008
Frank Lutgens and Peter C. Schotman
Maastricht School of Business and Economics and Maastricht University - Department of Finance
Downloads 220 (174,415)

Abstract:

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2.

Robust Portfolio Optimisation with Multiple Experts

CEPR Discussion Paper No. DP6161
Number of pages: 51 Posted: 19 May 2008
Frank Lutgens and Peter C. Schotman
Maastricht School of Business and Economics and Maastricht University - Department of Finance
Downloads 4 (763,495)
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Abstract:

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Mean-variance, model uncertainty, portfolio choice