"The impact of ambiguity on dynamic portfolio selection in the ..."

Davide Petturiti, Barbara Vantaggi (2024)

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DOI: 10.1016/J.EJOR.2023.11.011

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type: Journal Article

metadata version: 2024-08-04

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Davide Petturiti, Barbara Vantaggi:
The impact of ambiguity on dynamic portfolio selection in the epsilon-contaminated binomial market model. Eur. J. Oper. Res. 314(3): 1029-1039 (2024)

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