University of Waterloo

Robust preferences and robust portfolio choice

Föllmer, Hans , Alexander Schied, and Stefan Weber. “Robust preferences and robust portfolio choice”. In Mathematical modelling and numerical methods in finance, 15:29–88. Elsevier, 2009.

Contact

M3 3132

519-888-4567, ext. 41563

aschied@uwaterloo.ca

University of Waterloo

43.471468

-80.544205

200 University Avenue West

Waterloo, ON, Canada N2L 3G1