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Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging
Chen, Wencai, Xiong, Dewen, Ye, ZhongxingVolume:
25
Language:
english
Journal:
Stochastic Analysis and Applications
DOI:
10.1080/07362990601051872
Date:
January, 2007
File:
PDF, 233 KB
english, 2007