Optimal Portfolio Positioning on Multiple Assets Under Ambiguity

Hachmi Ben Ameur, Mouna Boujelbène, Jean-Luc Prigent and Emna Triki
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Hachmi Ben Ameur: Amiens School of Management - Amiens School of Management

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Date: 2020-06
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Published in Computational Economics, 2020, 56 (1), pp.21-57. ⟨10.1007/s10614-019-09894-y⟩

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Journal Article: Optimal Portfolio Positioning on Multiple Assets Under Ambiguity (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03679693

DOI: 10.1007/s10614-019-09894-y

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