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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Finance and stochastics"
~isPartOf:"Management Science"
~isPartOf:"The journal of asset management"
~person:"Emmer, Susanne"
~subject:"Risk measure"
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Discussion paper / Centre for Economic Policy Research
Finance and stochastics
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The journal of asset management
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Optimal portfolios when stock prices follow an exponential Lévy process
Emmer, Susanne
;
Klüppelberg, Claudia
- In:
Finance and stochastics
8
(
2004
)
1
,
pp. 17-44
Persistent link: https://www.econbiz.de/10001910678
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