"Incomplete markets, Knightian uncertainty and high-water marks."

Fengjun Liu, Yingjie Niu, Zhentao Zou (2020)

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DOI: 10.1016/J.ORL.2020.02.005

access: closed

type: Journal Article

metadata version: 2020-10-19

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Fengjun Liu, Yingjie Niu, Zhentao Zou:
Incomplete markets, Knightian uncertainty and high-water marks. Oper. Res. Lett. 48(2): 195-201 (2020)

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