← Search

Journal of Banking & Finance Vol. 37 No. 5 2013

Robust portfolio choice with ambiguity and learning about return predictability

Nicole Branger1; Linda Sandris Larsen2; Claus Munk3

1 University of Münster · 2 University of Southern Denmark · 3 Copenhagen Business School

DOI
10.1016/j.jbankfin.2012.05.009
Volume
37
Issue
5
Pages
1397-1411
Language
en
Sources
openalex crossref semanticscholar

Cite