Replication code and data for "Robust portfolio selection with subjective risk aversion under dependence uncertainty"

Name: Replication code and data for "Robust portfolio selection with subjective risk aversion under dependence uncertainty"
Creator: Xiaoshan Su
Published: 2024-01-25T06:38:03.751Z
Keywords: Finance

Su, Xiaoshan; Li, Yuhan

doi:10.17632/vhdn9nx29b.1

Replication code and data for "Robust portfolio selection with subjective risk aversion under dependence uncertainty"

Published: 25 January 2024| Version 1 | DOI: 10.17632/vhdn9nx29b.1

Contributors:

Xiaoshan Su, Yuhan Li

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The files contain the replication code and data and replication instructions that replicate the results presented in the paper titled "Robust portfolio selection with subjective risk aversion under dependence uncertainty".

Replication code and data for "Robust portfolio selection with subjective risk aversion under dependence uncertainty"

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