Dynamically consistent investment under model uncertainty: the robust forward criteria
Crossref DOI link: https://doi.org/10.1007/s00780-018-0368-4
Published Online: 2018-07-05
Published Print: 2018-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Källblad, Sigrid
Obłój, Jan
Zariphopoulou, Thaleia
Text and Data Mining valid from 2018-07-05
Article History
Received: 14 January 2015
Accepted: 15 March 2017
First Online: 5 July 2018