Dynamic Portfolio Selection Under Ambiguity in the $$\epsilon $$-Contaminated Binomial Model

DOI10.1007/978-3-030-50143-3_16MaRDI QIDQ6485240

[[Person:6485238|Author name not available (Why is that?)]], Barbara Vantaggi, Davide Petturiti

Publication date: 6 December 2022

Published in: 1518.91235 (Search for Journal in Brave)

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (2)

Portfolio inertia and epsilon-contaminations ⋮ The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model

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