Robust portfolio choice with ambiguity and learning about return predictability
| Year of publication: |
2013
|
|---|---|
| Authors: | Branger, Nicole ; Larsen, Linda Sandris ; Munk, Claus |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 5, p. 1397-1411
|