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Portfolio optimization under dynamic risk constraints: Continuous vs. discrete time trading
Redeker, Imke, Wunderlich, RalfVolume:
35
Langue:
english
Journal:
Statistics & Risk Modeling
DOI:
10.1515/strm-2017-0001
Date:
January, 2018
Fichier:
PDF, 13.28 MB
english, 2018