Frank Lutgens

Maastricht School of Business and Economics

Researcher

P.O. Box 616

Maastricht, 6200 MD

Netherlands

SCHOLARLY PAPERS

2

DOWNLOADS

263

TOTAL CITATIONS

1

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 258 (244,166)

Abstract:

Loading...

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 5 (1,246,348)
Citation 1
  • Add to Cart

Abstract:

Loading...

Mean-variance, model uncertainty, portfolio choice