Robust Utility Maximization Under Convex Portfolio Constraints
Crossref DOI link: https://doi.org/10.1007/s00245-014-9259-z
Published Online: 2014-07-31
Published Print: 2015-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Matoussi, Anis
Mezghani, Hanen
Mnif, Mohamed
Text and Data Mining valid from 2014-07-31