Robust portfolio selection with subjective risk aversion under dependence uncertainty
| Autor: | Su, Xiaoshan, Li, Yuhan |
|---|---|
| Zdroj: | In Economic Modelling March 2024 132 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Su, Xiaoshan, Li, Yuhan |
|---|---|
| Zdroj: | In Economic Modelling March 2024 132 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect