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