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Document type:
Zeitschriftenaufsatz
Author(s):
Pflug, Georg Ch.; Pichler, Alois; Wozabal, David
Non-TUM Co-author(s):
ja
Cooperation:
international
Title:
The 1/N investment strategy is optimal under high model ambiguity
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
Occurrences:
mediaTUM Gesamtbestand
Einrichtungen
Schools
TUM School of Management
Ehemalige Lehrstühle und Fachgebiete
Professur für Investment, Finance and Risk Management in Energy Markets (Prof. Wozabal)
Refereed Journal Articles