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An integrated risk measure with application to UK asset allocation
Damant, David C.
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Hwang, Soosung
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Satchell, Stephen
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1997
Persistent link: https://www.econbiz.de/10000640903
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Utility functions with parameters depending on initial wealth
Pedersen, Christian S.
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Satchell, Stephen
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1998
Persistent link: https://www.econbiz.de/10001350660
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