A collective investment problem in a stochastic volatility environment: The impact of sharing rules
Journal
Annals of Operations Research
ISSN
0254-5330
Type
journal article
Date Issued
2021
Author(s)
Language
English
Refereed
Yes
Volume
302
Number
1
Start page
85
End page
109
Official URL
Subject(s)
Division(s)
Eprints ID
267192