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
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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Related Items (4)
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Uses Software
Cites Work
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- Corrected random walk approximations to free boundary problems in optimal stopping
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