Dynamic portfolio choice under ambiguity and regime switching mean returns
| Year of publication: |
2011
|
|---|---|
| Authors: | Liu, Hening |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 35.2011, 4, p. 623-641
|