Optimal Portfolios with Bounded Capital at Risk
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Publication:2770980
DOI10.1111/1467-9965.00121zbMath1038.91044OpenAlexW2128492915MaRDI QIDQ2770980
Ralf Korn, Susanne Emmer, Claudia Klüppelberg
Publication date: 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: http://mediatum.ub.tum.de/doc/1097701/document.pdf
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