Log-robust portfolio management with parameter ambiguity
Crossref DOI link: https://doi.org/10.1007/s10287-017-0275-8
Published Online: 2017-01-31
Published Print: 2017-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Kawas, Ban
Thiele, Aurelie http://orcid.org/0000-0003-4905-3077
License valid from 2017-01-31