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~isPartOf:"Advanced series on statistical science & applied probability"
~isPartOf:"OR spectrum : quantitative approaches in management"
~subject:"Portfolio selection"
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Advanced series on statistical science & applied probability
OR spectrum : quantitative approaches in management
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Jump-diffusion asset-liabilty management via risk-sensitive control
Davis, Mark H. A.
;
Lleo, Sébastien
- In:
OR spectrum : quantitative approaches in management
37
(
2015
)
3
,
pp. 655-675
Persistent link: https://www.econbiz.de/10011296728
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2
Risk-sensitive investment management
Davis, Mark H. A.
;
Lleo, Sébastien
-
2015
Persistent link: https://www.econbiz.de/10013421582
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