Uncertainty aversion, robust control and asset holdings
Giannis Vardas and Anastasios Xepapadeas
| Year of publication: |
2004
|
|---|---|
| Authors: | Vardas, Giannis ; Xepapadeas, Anastasios |
| Publisher: |
Milano |
| Subject: | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Modellierung | Scientific modelling | Risikoaversion | Risk aversion |
Erscheint auch als (Online-Ausgabe):
Vardas, Giannis. Uncertainty aversion, robust control and asset holdings. - [Milano] : Fondazione Eni Enrico Mattei, 2004. - 1 Online-Ressource (circa 32 Seiten)
Persistent link: https://www.econbiz.de/10002127259