"Optimal investments for risk- and ambiguity-averse preferences: a duality ..."

Alexander Schied (2007)

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DOI: 10.1007/S00780-006-0024-2

access: closed

type: Journal Article

metadata version: 2020-07-22

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Alexander Schied:
Optimal investments for risk- and ambiguity-averse preferences: a duality approach. Finance Stochastics 11(1): 107-129 (2007)

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