"w-MPS risk aversion and continuous-time MV analysis in presence of ..."

Chenghu Ma (2011)

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DOI: 10.3233/RDA-2011-0043

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type: Journal Article

metadata version: 2020-09-01

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Chenghu Ma:
w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps. Risk Decis. Anal. 2(4): 221-236 (2011)

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