Optimal investments for risk- and ambiguity-averse preferences : a duality approach
Year of publication: |
2007
|
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Authors: | Schied, Alexander |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 11.2007, 1, p. 107-129
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Subject: | Portfolio-Management | Portfolio selection | Duales Optimierungsproblem | Dual optimization problem | Theorie | Theory |
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