Title:

Optimal Investment with Two-Factor Uncertainty

Authors:

Manuel Rocha Armada (U Minho, NIPE, U Minho)
Paulo Jorge Pereira (U Porto, CEF, U Porto)
Artur Rodrigues (U Minho, NIPE, U Minho)

Journal:

Mathematics and Financial Economics

Year:

2013

Volume:

7

Number:

4

Pages:

509-530