Tractable robust expected utility and risk models for portfolio optimization
10.1111/j.1467-9965.2010.00417.x
Saved in:
| Main Authors: | , , |
|---|---|
| Other Authors: | |
| Format: | Article |
| Published: |
2013
|
| Subjects: | |
| Online Access: | http://scholarbank.nus.edu.sg/handle/10635/44208 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | National University of Singapore |