Reference
Dangl, T., & Weissensteiner, A. (2020). Optimal portfolios under time-varying investment opportunities, parameter uncertainty and ambiguity aversion. Journal of Financial and Quantitative Analysis (JFQA), 55(4), 1163-1198. (ABDC_2022: A*; ABS_2021: 4; VHB_3: A; FT_50_2016: yes)
Publication type
Article in Scientific Journal
Persons
Organizational Units
- Chair in Finance
- Institute for Finance