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OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM-RISK-OPTIMAL MARTINGALE MEASURES

✍ Scribed by Johannes Leitner

Book ID: 111043102
Publisher: John Wiley and Sons
Year: 2008
Tongue: English
Weight: 160 KB
Volume: 18
Category: Article
ISSN: 0960-1627
DOI: 10.1111/j.1467-9965.2007.00335.x

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