Robustness of stable volatility strategies
From MaRDI portal
Publication:1657466
DOI10.1016/j.jedc.2015.08.007zbMath1401.91510OpenAlexW3122128034MaRDI QIDQ1657466
Antje Mahayni, Nicole Branger, Daniel Zieling
Publication date: 13 August 2018
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2015.08.007
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