Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance
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Publication:3631188
DOI10.1016/S1570-8659(08)00006-9zbMath1180.91279MaRDI QIDQ3631188
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Publication date: 5 June 2009
Published in: Special Volume: Mathematical Modeling and Numerical Methods in Finance (Search for Journal in Brave)
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