Portfolio Inertia and Epsilon-Contaminations
| Year of publication: |
2010
|
|---|---|
| Authors: | Asano, Takao |
| Published in: |
Theory and Decision. - Springer. - Vol. 68.2010, 3, p. 341-365
|
| Publisher: |
Springer |
| Subject: | portfolio selection problem | portfolio inertia | Knightian uncertainty | ε-contaminations |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008631251