Time-consistency in managing a commodity portfolio: A...

Time-consistency in managing a commodity portfolio: A dynamic risk measure approach

Hélyette Geman, Steve Ohana
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Volume:
32
Year:
2008
Language:
english
DOI:
10.1016/j.jbankfin.2007.05.020
File:
PDF, 1.14 MB
english, 2008
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