Large deviations theorems for optimal investment problems...

European Journal of Operational Research 2011 Vol. 211; Iss. 3

Large deviations theorems for optimal investment problems with large portfolios

Ba Chu, John Knight, Stephen Satchell
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Volume:
211
Year:
2011
Language:
english
Pages:
23
DOI:
10.1016/j.ejor.2010.12.007
File:
PDF, 1.72 MB
english, 2011
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