Optimal portfolio and background risk: an exact and an approximated solution
Year of publication: |
2002
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---|---|
Authors: | Menoncin, Francesco |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 31.2002, 2, p. 249-265
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Publisher: |
Elsevier |
Saved in:
Online Resource
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