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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of trading"
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International journal of theoretical and applied finance
The journal of trading
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Vector-valued coherent risk measure processes
Tahar, Imen Ben
;
Lépinette, Emmanuel
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10010363907
Saved in:
2
Deconstructing execution cost and risk
Kyj, Lada
;
Zheng, Bayao
- In:
The journal of trading
12
(
2017
)
4
,
pp. 29-37
Persistent link: https://www.econbiz.de/10011876862
Saved in:
3
Set-valued shortfall and divergence risk measures
Ararat, Çağin
;
Hamel, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011733939
Saved in:
4
An algorithm for calculating the set of superhedging portfolios in markets with
transaction
costs
Löhne, Andreas
;
Rudloff, Birgit
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10010363905
Saved in:
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