Optimal asset allocation: risk and information uncertainty

Phillip Yam, Hailiang Yang, Kevin Yuen*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

17 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Optimal asset allocation: risk and information uncertainty'. Together they form a unique fingerprint.

Mathematics

Economics, Econometrics and Finance