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Uncertainty aversion, robust control and asset holdings.

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Bibliographic Details
Title: Uncertainty aversion, robust control and asset holdings.
Authors: Vardas, Giannis1 (AUTHOR) vardasg@econ.soc.uoc.gr, Xepapadeas, Anastasios2 (AUTHOR)
Source: Quantitative Finance. Mar2015, Vol. 15 Issue 3, p477-491. 15p. 3 Graphs.
Database: Mathematics Source
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ISSN:14697688
DOI:10.1080/14697688.2011.637077