RISK HORIZON AND REBALANCING HORIZON IN PORTFOLIO RISK MEASUREMENT

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Publication:4906529

DOI10.1111/j.1467-9965.2010.00465.xzbMath1278.91138OpenAlexW2329864120MaRDI QIDQ4906529

Paul Glasserman

Publication date: 28 February 2013

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.2010.00465.x



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