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"Optimal Diversification in the Presence of Parameter Uncertainty for a ..."

Mathieu S. Dubois, Luitgard A. M. Veraart (2015)

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DOI: 10.1137/130942826

access: closed

type: Journal Article

metadata version: 2017-06-14

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Mathieu S. Dubois, Luitgard A. M. Veraart:
Optimal Diversification in the Presence of Parameter Uncertainty for a Risk Averse Investor. SIAM J. Financial Math. 6(1): 201-241 (2015)

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