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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 英語
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