Optimal portfolios with Haezendonck risk measures
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Publication:5502853
DOI10.1524/stnd.2008.0915zbMath1188.91198OpenAlexW1983386258MaRDI QIDQ5502853
Emanuela Rosazza Gianin, Fabio Bellini
Publication date: 9 January 2009
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/76b6f06512172f967927b2f533fcd773ea96f430
Applications of statistics to actuarial sciences and financial mathematics (62P05) Martingales with discrete parameter (60G42) Martingales with continuous parameter (60G44) Portfolio theory (91G10)
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