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José R. Rodríguez-Mancilla

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2010
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José R. Rodríguez-Mancilla:
Living on the edge: how risky is it to operate at the limit of the tolerated risk? Ann. Oper. Res. 177(1): 21-45 (2010)
2008
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José R. Rodríguez-Mancilla, William T. Ziemba:
The duality of option investment strategies for hedge funds. Math. Program. 113(1): 95-131 (2008)

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