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Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm
Alejandro Balbás, Raquel Balbás, Silvia MayoralVolume:
192
Year:
2009
Language:
english
Pages:
18
DOI:
10.1016/j.ejor.2007.09.028
File:
PDF, 285 KB
english, 2009