The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion
Work
Year: 2018
Type: article
Institutions UNSW Sydney, Macquarie University
Cites: 24
Cited by: 18
Related to: 10
FWCI: 2.502
Citation percentile (by year/subfield): 78.91
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
Funder Australian Research Council
Grant ID DP160103489