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"Portfolio allocation problems between risky and ambiguous assets."

Takao Asano, Yusuke Osaki (2020)

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DOI: 10.1007/S10479-019-03206-1

access: closed

type: Journal Article

metadata version: 2020-08-13

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  - https://dblp.org/rec/journals/anor/AsanoO20
Takao Asano, Yusuke Osaki:
Portfolio allocation problems between risky and ambiguous assets. Ann. Oper. Res. 284(1): 63-79 (2020)

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