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Quantitative finance
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Stable dividends under linear-quadratic optimisation
Avanzi, B.
;
Falden, Debbie Kusch
;
Steffensen, Mogens
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1199-1215
Persistent link: https://www.econbiz.de/10014339901
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2
A note on P- vs. Q-expected loss portfolio constraints
Gu, Jia-Wen
;
Steffensen, Mogens
;
Zheng, Harry
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 263-270
Persistent link: https://www.econbiz.de/10012424588
Saved in:
3
Generalized Pareto processes and fund liquidity risk
Desmettre, Sascha
;
Kock, Johan de
;
Ruckdeschel, Peter
; …
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1327-1343
Persistent link: https://www.econbiz.de/10011911542
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