Skip to Main Content
Keywords: robust portfolio choice
Close
Follow your search
Access your saved searches in your account

Would you like to receive an alert when new items match your search?
Close Modal
Sort by
Journal Articles
Review of Corporate Finance (2022) 2 (4): 679–720.
Published: 07 December 2022
... stake in many publicly traded U.S. firms. The classical models without ambiguity cannot quantitatively explain the decision of these family owners to hold a large portion of their wealth in the family firm. We propose a robust portfolio-choice model with ambiguity about the return volatility, where...
Includes: Supplementary data

or Create an Account

Close Modal
Close Modal