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"Optimal asset allocation: Risk and information uncertainty."

Sheung Chi Phillip Yam, Hailiang Yang, Fei Lung Yuen (2016)

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DOI: 10.1016/J.EJOR.2015.11.011

access: closed

type: Journal Article

metadata version: 2020-02-21

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  - https://dblp.org/rec/journals/eor/YamYY16
Sheung Chi Phillip Yam, Hailiang Yang, Fei Lung Yuen:
Optimal asset allocation: Risk and information uncertainty. Eur. J. Oper. Res. 251(2): 554-561 (2016)

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