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- Title:
The 1/N investment strategy is optimal under high model ambiguity
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Pflug, Georg Ch.; Pichler, Alois; Wozabal, David
- Non-TUM Co-author(s):
- ja
- Cooperation:
- international
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- Journal of Banking & Finance
- Journal listet in FT50 ranking:
- nein
- Year:
- 2012
- Journal volume:
- 36
- Pages contribution:
- 410-417
- Covered by:
- Scopus; Web of Science
- Fulltext / DOI:
- doi:10.1016/j.jbankfin.2011.07.018
- Publisher:
- Elsevier BV
- Date of publication:
- 01.02.2012
- Judgement review:
- 0
- Key publication:
- Ja
- Peer reviewed:
- Ja
- International:
- Ja
- Book review:
- Nein
- Commissioned:
- not commissioned
- Professional Journal:
- Nein
- Interdisciplinarity:
- Nein
- Mission statement:
- ;
- Ethics and Sustainability:
- Nein
BibTeX