Uncertainty aversion, robust control and asset holdings with a stochastic investment opportunity set
Giannis Vardas and Anastasios Xepapadeas
| Year of publication: |
2007
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|---|---|
| Authors: | Vardas, Giannis ; Xepapadeas, Anastasios |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 10.2007, 6, p. 985-1014
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| Subject: | Portfolio-Management | Portfolio selection | Robustes Verfahren | Robust statistics | Modellierung | Scientific modelling | Risikoaversion | Risk aversion | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003630985