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~isPartOf:"Computational Statistics"
~language:"und"
~source:"repec"
~subject:"Portfolio optimisation"
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1
Value preserving portfolio strategies and the minimal
martingale
measure
Korn, Ralf
- In:
Computational Statistics
47
(
1998
)
2
,
pp. 169-179
We consider some relations between the minimal
martingale
measure
and the value preserving
martingale
measure
in a …
Persistent link: https://www.econbiz.de/10010847929
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