Robust asset allocation in incomplete markets

S. Shen

Research output: ThesisDoctoral ThesisInternal

397 Downloads (Pure)
Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • Maastricht University
Supervisors/Advisors
  • Pelsser, Antoon, Supervisor
  • Schotman, Peter, Supervisor
Award date22 Jun 2015
Place of PublicationMaastricht
Publisher
Print ISBNs9789461594457
Publication statusPublished - 1 Jan 2015

Cite this

Shen, S. (2015). Robust asset allocation in incomplete markets. Datawyse / Universitaire Pers Maastricht.