Exponential risk measure with application to UK asset allocation
| Year of publication: |
2000
|
|---|---|
| Authors: | Satchell, Stephen E. ; Damant, David C. ; Hwang, Soosung |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 7.2000, 2, p. 127
|