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"Robust Consumption-Investment with Return Ambiguity: A Dual Approach with ..."

Kyunghyun Park, Hoi Ying Wong (2022)

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DOI: 10.1137/21M1440189

access: closed

type: Journal Article

metadata version: 2023-06-26

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Kyunghyun Park, Hoi Ying Wong:
Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity. SIAM J. Financial Math. 13(3): 802-843 (2022)

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