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Multiple priors and no-transaction region
Kozhan, Roman - 2006
Persistent link: https://www.econbiz.de/10004865271
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Investment decisions with distorted probability and transaction costs
Kozhan, Roman; Schmid, Wolfgang - 2006
Persistent link: https://www.econbiz.de/10004865275
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Optimal investment decisions with exponential utility function
Kozhan, Roman; Schmid, Wolfgang - 2005
Persistent link: https://www.econbiz.de/10004823107