Portfolio allocation problems between risky and ambiguous assets
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Publication:2288958
DOI10.1007/s10479-019-03206-1zbMath1430.91080OpenAlexW2753801745WikidataQ128074455 ScholiaQ128074455MaRDI QIDQ2288958
Publication date: 20 January 2020
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: http://ousar.lib.okayama-u.ac.jp/files/public/5/58561/20200525144150990448/fulltext.pdf
uncertainty modellingsmooth ambiguity modelgreater ambiguity aversionhome bias puzzleportfolio allocation problem
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