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~institution:"Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse"
~person:"Jaschke, Stefan R."
~subject:"Risiko"
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Coherent risk measures, valuation bounds, and (my,p)-portfolio optimization
Jaschke, Stefan R.
;
Küchler, Uwe
-
1999
theory presented seems to fill a gap between
arbitrage
valuation on the one hand and single agent utility maximization or …
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