Translation-invariant and positive-homogeneous risk measures and optimal portfolio management in the presence of a riskless component
| Year of publication: |
2012
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|---|---|
| Authors: | Landsman, Zinoviy ; Makov, Udi |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 50.2012, 1, p. 94-99
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