%0 Journal Article %1 journals/siamco/FouquePW16 %A Fouque, Jean-Pierre %A Pun, Chi Seng %A Wong, Hoi Ying %D 2016 %J SIAM J. Control and Optimization %K dblp %N 5 %P 2309-2338 %T Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities. %U http://dblp.uni-trier.de/db/journals/siamco/siamco54.html#FouquePW16 %V 54

@article{journals/siamco/FouquePW16, added-at = {2019-06-02T00:00:00.000+0200}, author = {Fouque, Jean-Pierre and Pun, Chi Seng and Wong, Hoi Ying}, biburl = {https://www.bibsonomy.org/bibtex/20fec3900ad2c53e2fa6c64f76e27f014/dblp}, ee = {https://www.wikidata.org/entity/Q58980716}, interhash = {d7fc8a5e252b3f01fce05b9b90238e08}, intrahash = {0fec3900ad2c53e2fa6c64f76e27f014}, journal = {SIAM J. Control and Optimization}, keywords = {dblp}, number = 5, pages = {2309-2338}, timestamp = {2019-06-04T11:47:52.000+0200}, title = {Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities.}, url = {http://dblp.uni-trier.de/db/journals/siamco/siamco54.html#FouquePW16}, volume = 54, year = 2016 }