The duality of option investment strategies for hedge funds
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Publication:2476989
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- Coherent measures of risk
- Duality and martingales: a stochastic programming perspective on contingent claims
- Formulation of the Russell-Yasuda Kasai financial planning model
- Growth versus security tradeoffs in dynamic investment analysis
- Introduction to Stochastic Programming
- Optimality conditions in portfolio analysis with general deviation measures
- Risk Aversion in the Small and in the Large
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