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"Calculating risk neutral probabilities and optimal portfolio policies in a ..."
Yonggan Zhao, William T. Ziemba (2008)
- Yonggan Zhao, William T. Ziemba:
Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control. Eur. J. Oper. Res. 185(3): 1525-1540 (2008)
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