Items where Author is "Dubois, Mathieu S."

Article

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