Mean-Variance Policy for Discrete-time Cone Constrained Markets: The Consistency in Efficiency and Minimum-Variance Signed Supermartingale Measure
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Publication:6249504
DOI10.1111/mafi.12093arXiv1403.0718OpenAlexW2139460490WikidataQ57445401 ScholiaQ57445401MaRDI QIDQ6249504
Publication date: 4 March 2014
Full work available at URL: https://doi.org/10.1111/mafi.12093
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