The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion

Spiridon Penev, Pavel V. Shevchenko, Wei Wu

Research output: Contribution to journalArticlepeer-review

8 Citations (Scopus)

Fingerprint Dive into the research topics of 'The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion'. Together they form a unique fingerprint.

Mathematics

Business & Economics

Engineering & Materials Science