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Portfolio Rules and Factor Premia under Ambiguity

Reference

Hanke, M., Stöckl, S., & Weissensteiner, A. (2020). Portfolio Rules and Factor Premia under Ambiguity. Presented at the 9th Conference on Mathematical and Statistical Methods for Actuarial Sciences and Finance 2020, electronical (originally scheduled in Geneva, Switzerland).

Publication Type

Presentation at Scholarly Conference

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