FullText URL |
fulltext.pdf
|
Author |
Asano, Takao|
Osaki, Yusuke|
|
Keywords |
Uncertainty modelling
Home bias puzzle
Portfolio allocation problem
Smooth ambiguity model
Greater ambiguity aversion
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Published Date |
2019/04/11
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Publication Title |
Annals of Operations Research
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Volume |
volume284
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Publisher |
Springer
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Start Page |
63
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End Page |
79
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ISSN |
02545330
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NCID |
AA1042576X
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Content Type |
Journal Article
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language |
English
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OAI-PMH Set |
岡山大学
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File Version |
author
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DOI |
10.1007/s10479-019-03206-1
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Web of Science KeyUT |
000527867500003
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Related Url |
isVersionOf https://doi.org/10.1007/s10479-019-03206-1
|