Showing 1 - 10 of 244
Persistent link: https://www.econbiz.de/10003743337
One of the main challenges investors have to face is model uncertainty. Typically, the dynamic of the assets is modeled using two parameters: the drift vector and the covariance matrix, which are both uncertain. Since the variance/covariance parameter is assumed to be estimated with a certain...
Persistent link: https://www.econbiz.de/10012018698
Persistent link: https://www.econbiz.de/10012204355
Persistent link: https://www.econbiz.de/10009422717
Persistent link: https://www.econbiz.de/10003743335
Persistent link: https://www.econbiz.de/10003743340
Persistent link: https://www.econbiz.de/10003744305
Persistent link: https://www.econbiz.de/10003783820
Persistent link: https://www.econbiz.de/10003322719
Persistent link: https://www.econbiz.de/10003376549