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subject:"Portfolio selection"
~person:"Källblad, Sigrid"
~source:"econis"
~subject:"Cost function"
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Källblad, Sigrid
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Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Källblad, Sigrid
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 397-425
Persistent link: https://www.econbiz.de/10011944387
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