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~isPartOf:"Quantitative finance"
~isPartOf:"Tinbergen Institute Discussion Paper"
~person:"Gu, Jia-Wen"
~subject:"Messung"
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A note on P- vs. Q-expected loss portfolio constraints
Gu, Jia-Wen
;
Steffensen, Mogens
;
Zheng, Harry
- In:
Quantitative finance
21
(
2021
)
2
,
pp. 263-270
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