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Dynamic portfolio selection with mispricing and model ambiguity |
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| Authors: | Bo Yi Frederi Viens Baron Law Zhongfei Li |
| Institution: | 1. School of Mathematics and Computational Science, Sun Yat-sen University, Guangzhou?, 510275, China 2. Department of Statistics, Purdue University, West Lafayette, IN?, 47907-2067, USA 3. Sun Yat-sen Business School, Sun Yat-sen University, Guangzhou?, 510275, China |
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| 本文献已被 SpringerLink 等数据库收录！ | |