Robust asset allocation under model risk (2009)

First Author: Tobelem S
Attributed to:  Centre for Climate Change Economics and Policy funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: http://www.risk.net/derivatives/structured-products/1514842/robust-asset-allocation-under-model-risk

Type: Journal Article/Review

Volume: 76

Parent Publication: Risk Magazine