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Risk sensitive asset allocation

✍ Scribed by Tomasz R. Bielecki; Stanley R. Pliska; Michael Sherris

Publisher: Elsevier Science
Year: 2000
Tongue: English
Weight: 328 KB
Volume: 24
Category: Article
ISSN: 0165-1889
DOI: 10.1016/s0165-1889(99)00017-2

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