Optimal hedging in a dynamic futures market with a nonnegativity constraint on wealth
Year of publication: |
1996
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Authors: | Lioui, Abraham ; Poncet, Patrice |
Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 20.1996, 6-7, p. 1101-1113
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Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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