Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market
| Year of publication: |
2004
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|---|---|
| Authors: | Lim, Andrew E.B. |
| Published in: |
Mathematics of operations research. - Linthicum, Md : Inst, ISSN 0364-765X, ZDB-ID 1956838. - Vol. 29.2004, 1, p. 132-161
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