Asset Allocation under Parameter Uncertainty
Event name
Asset Allocation under Parameter Uncertainty
Event type
Event for scientific audience
Start date
18-12-2017
Location
Bozen
Country
Event format Veranstaltungsformat
On Site
Results 1-1 of 1 (Search time: 0.001 seconds).
Preview | Authors / Editors | Title | Type | Issue Date | |
---|---|---|---|---|---|
1 | Dangl, Thomas ; Weissensteiner, Alex | Long-term asset allocation under time-varying investment opportunities: Optimal portfolios with parameter and model uncertainty | Präsentation Presentation | 2017 |