Minimizing coherent risk measures of shortfall in discrete‐time models with cone constraints
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Publication:4457073
DOI10.1080/1350486032000102924zbMath1090.91054OpenAlexW2151076144MaRDI QIDQ4457073
Publication date: 21 March 2004
Published in: Applied Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/1350486032000102924
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