Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm
| Year of publication: |
2009
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|---|---|
| Authors: | Balbás, Alejandro ; Balbás, Raquel ; Mayoral, Silvia |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 192.2009, 2, p. 603-620
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