The price of portfolio selection under tail conditional expectation with consumption cost and transaction cost (Q392535)

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The price of portfolio selection under tail conditional expectation with consumption cost and transaction cost
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    The price of portfolio selection under tail conditional expectation with consumption cost and transaction cost (English)
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    14 January 2014
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    risk management
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    tail conditional expectation
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    asset-liability control
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    value-at-risk
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    consumption costs
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    transaction costs
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