Uniform Investment Strategy as a Limit of Ambiguous Portfolio Optimization

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	410 - 417
Fachzeitschrift	Journal of Banking and Finance
Volume	36
Ausgabenummer	2
Publikationsstatus	Veröffentlicht - 1 Okt. 2012

Zitat

@article{42b7c7ffc7214bd6afffefe058ea602b,

title = "Uniform Investment Strategy as a Limit of Ambiguous Portfolio Optimization",

author = "Georg Pflug and Alois Pichler and David Wozabal",

year = "2012",

month = oct,

day = "1",

language = "English",

volume = "36",

pages = "410 -- 417",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier B.V.",

number = "2",

}