Insurable Risk Portfolios with Data Uncertainty
The paper suggests that data uncertainty in investments is not a significant issue in insurance, using an insurance version of the Markowitz portfolio optimization procedure.
Featured in No. 54 on 20 Jun 2024 · 2 days after release
- Released
- 18 Jun 2024
- First featured
- No. 54 · 20 Jun 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4868623
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