Strategies for choosing an uncertainty budget in log-robust...

Strategies for choosing an uncertainty budget in log-robust portfolio management

Pae, Yuntaek, Sabbaghi, Navid
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Volume:
6
Language:
english
Journal:
International Journal of Financial Engineering
DOI:
10.1142/S2424786319500117
Date:
June, 2019
File:
PDF, 179 KB
english, 2019
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