Robust portfolio choice with uncertainty about jump and diffusion risk

✍ Scribed by Branger, Nicole; Larsen, Linda Sandris

• Book ID: 121223415
• Publisher: Elsevier Science
• Year: 2013
• Tongue: English
• Weight: 818 KB
• Volume: 37
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2013.08.023