![]() | Up a level |
Dubois, Mathieu S. and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227
(2015)
Optimal diversification in the presence of parameter uncertainty for a risk averse investor.
SIAM Journal on Financial Mathematics, 6 (1).
pp. 201-241.
ISSN 1945-497X