Robust asset allocation in incomplete markets

S. Shen

Research output: Thesis › Doctoral Thesis › Internal

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Original language	English
Qualification	Doctor of Philosophy
Awarding Institution	Maastricht University
Supervisors/Advisors	Pelsser, Antoon, Supervisor Schotman, Peter, Supervisor
Award date	22 Jun 2015
Place of Publication	Maastricht
Publisher	Datawyse / Universitaire Pers Maastricht
Print ISBNs	9789461594457
DOIs	https://doi.org/10.26481/dis.20150622ss
Publication status	Published - 1 Jan 2015

Access to Document

@phdthesis{d6dfa5a55d22433494b47ffb5dd065ed,

title = "Robust asset allocation in incomplete markets",

author = "S. Shen",

year = "2015",

month = jan,

day = "1",

doi = "10.26481/dis.20150622ss",

language = "English",

isbn = "9789461594457",

publisher = "Datawyse / Universitaire Pers Maastricht",

address = "Netherlands",

school = "Maastricht University",

}