University of St.Gallen
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Dynamic Mean-Variance Portfolio Analysis under Model Risk

Daniel Kuhn, Panos Parpas & Berç Rustem

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abstract
   
type working paper (English)
   
keywords
   
date of appearance 2007
review internal review
   
citation Kuhn, D., Parpas, P., & Rustem, B. (2007). Dynamic Mean-Variance Portfolio Analysis under Model Risk.