Optimal Portfolios under Time-Varying Investment Opportunities, Parameter Uncertainty, and Ambiguity Aversion.
| Autor: | Dangl, Thomas1 (AUTHOR) thomas.dangl@tuwien.at, Weissensteiner, Alex2 (AUTHOR) Alex.Weissensteiner@unibz.it |
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| Zdroj: | Journal of Financial & Quantitative Analysis. Jun2020, Vol. 55 Issue 4, p1163-1198. 36p. |
| Databáze: | Business Source Ultimate |
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