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Time-consistency in managing a commodity portfolio : a dynamic risk measure approach
Geman, Hélyette (contributor); Ohana, Steve (contributor) - 2005
Persistent link: https://www.econbiz.de/10003376253
Cover Image
Time-consistency in managing a commodity portfolio : a dynamic risk measure approach
Geman, Hélyette; Ohana, Steve - In: Journal of banking & finance 32 (2008) 10, pp. 1991-2005
Persistent link: https://www.econbiz.de/10003778564