Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Crossref DOI link: https://doi.org/10.1007/s00780-016-0318-y
Published Online: 2017-03-15
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Källblad, Sigrid
License valid from 2017-03-15