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Journal Articles Economic Modelling Year : 2013

Optimal portfolio positioning under ambiguity

Jean-Luc Prigent
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Théorie économique, modélisation et applications
H. Ben Ameur
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J.L. Prigent
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Mathematics [math] Humanities and Social Sciences Statistics [stat] Quantitative Finance [q-fin]

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https://hal-cyu.archives-ouvertes.fr/hal-03679709

Submitted on : Friday, May 27, 2022-12:17:05 AM

Last modification on : Friday, March 24, 2023-2:53:27 PM

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hal-03679709 , version 1 (27-05-2022)

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Jean-Luc Prigent, H. Ben Ameur, J.L. Prigent. Optimal portfolio positioning under ambiguity. Economic Modelling, 2013, 34, pp.89-97. ⟨10.1016/j.econmod.2012.12.005⟩. ⟨hal-03679709⟩

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