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"Risk- and ambiguity-averse portfolio optimization with quasiconcave ..."

Sigrid Källblad (2017)

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DOI: 10.1007/S00780-016-0318-Y

access: open

type: Journal Article

metadata version: 2020-07-22

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  - https://dblp.org/rec/journals/fs/Kallblad17
Sigrid Källblad:
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals. Finance Stochastics 21(2): 397-425 (2017)

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