Robust investment management with uncertainty in asset weighting by fund managers investment funds

In this article, the issue is that the investment manager should allocate his available funds to a set of fund managers whose assets are assigned to the fund manager. Investing (or money manager) is not exactly known. The paper addresses the sustainability framework in which the uncertainty about th...

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Bibliographic Details
Main Authors: REZA faghire, gholamreza zomorodian, Majid Shariat panahi, Mir Feyz Fallahshams
Format: Article
Language:fas
Published: Securities Exchange 2020-03-01
Series:فصلنامه بورس اوراق بهادار
Subjects:
Online Access:https://journal.seo.ir/article_11177_23fb4ed206a6fa5d2340f17706697949.pdf