Robust Preferences and Robust Portfolio Choice

authored by

Alexander Schied, Hans Föllmer, Stefan Weber

Organisation(s)

Institute of Actuarial and Financial Mathematics

Type

Other publication

Publication date

2009

Publication status

Published

Peer reviewed

Yes

Electronic version(s)

https://doi.org/10.1016/s1570-8659(08)00002-1 (Access: Unknown)