استراتژی های سرمایه گذاری 1 / N تحت مدل ابهام بالا بهینه می باشد

To illustrate the theoretical results of the paper, we investigate the Markowitz portfolio selection model as well as Conditional Value-at-Risk minimization with ambiguous loss distributions. Subsequently, we set up a numerical study using real market data to demonstrate the convergence of optimal portfolio decisions to the uniform investment strategy.