Replication Data for "Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty"

NIAID Data Ecosystem2026-05-02 收录

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https://doi.org/10.7910/DVN/OC1XPW 数据链接链接失效反馈

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资源简介：

Data and matlab programs to replicate the results in the main text of "Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty" by Raymond Kan and Nathan Lassance, accepted for publication in JFQA in November 2024.

创建时间：

2024-12-04

Replication Data for "Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty"

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