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Q4926440 - MaRDI portal

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scientific article; zbMATH DE number 6178710
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scientific article; zbMATH DE number 6178710

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    author
    Zhilin Kang
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    Yan Zeng
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    publication date
    20 June 2013
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    zbMATH DE Number
    6178710
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    zbMATH Keywords
    \(l_\infty\) risk measure
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    optimal strategy
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    upper limit of investment
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    numerical example
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