Good deals in markets with friction
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Publication:5397420
DOI10.1080/14697688.2013.780132zbMath1281.91138OpenAlexW2235262795MaRDI QIDQ5397420
Beatriz Balbás, Raquel Balbás, Alejandro Balbas
Publication date: 20 February 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10016/18157
Related Items (5)
Good deals and benchmarks in robust portfolio selection ⋮ Pareto efficient buy and hold investment strategies under order book linked constraints ⋮ Optimal reinsurance under risk and uncertainty on Orlicz hearts ⋮ Optimal reinsurance under risk and uncertainty ⋮ Exhibiting abnormal returns under a risk averse strategy
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