No-transaction bounds and estimation risk
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Publication:3568906
DOI10.1080/14697680903067104zbMath1195.91180MaRDI QIDQ3568906
Publication date: 16 June 2010
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680903067104
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
91G10: Portfolio theory
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