Paç, A. Burak; Pınar, Mustafa Ç. On robust portfolio and naïve diversification: mixing ambiguous and unambiguous assets. (English) Zbl 1417.91475 Ann. Oper. Res. 266, No. 1-2, 223-253 (2018). MSC: 91G10 91G70 PDFBibTeX XMLCite \textit{A. B. Paç} and \textit{M. Ç. Pınar}, Ann. Oper. Res. 266, No. 1--2, 223--253 (2018; Zbl 1417.91475) Full Text: DOI
Biagini, Sara; Pınar, Mustafa Ç. The robust Merton problem of an ambiguity averse investor. (English) Zbl 1404.91240 Math. Financ. Econ. 11, No. 1, 1-24 (2017). MSC: 91G10 90C47 35Q91 PDFBibTeX XMLCite \textit{S. Biagini} and \textit{M. Ç. Pınar}, Math. Financ. Econ. 11, No. 1, 1--24 (2017; Zbl 1404.91240) Full Text: DOI arXiv Link
Pınar, Mustafa Ç. On robust mean-variance portfolios. (English) Zbl 1386.91130 Optimization 65, No. 5, 1039-1048 (2016). MSC: 91G10 90C90 PDFBibTeX XMLCite \textit{M. Ç. Pınar}, Optimization 65, No. 5, 1039--1048 (2016; Zbl 1386.91130) Full Text: DOI Link
Fabretti, Annalisa; Herzel, Stefano; Pınar, Mustafa Ç. Delegated portfolio management under ambiguity aversion. (English) Zbl 1408.91195 Oper. Res. Lett. 42, No. 2, 190-195 (2014). MSC: 91G10 90C31 91G80 PDFBibTeX XMLCite \textit{A. Fabretti} et al., Oper. Res. Lett. 42, No. 2, 190--195 (2014; Zbl 1408.91195) Full Text: DOI Link