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An integrated risk measure with application to UK asset allocation
Damant, David C.; Hwang, Soosung; Satchell, Stephen - 1997
Persistent link: https://www.econbiz.de/10000640903
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Exponential risk measure with application to UK asset allocation
Satchell, Stephen; Damant, David C.; Hwang, Soosung - In: Applied mathematical finance 7 (2000) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10001563801
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Exponential risk measure with application to UK asset allocation
Satchell, Stephen E.; Damant, David C.; Hwang, Soosung - In: Applied mathematical finance 7 (2000) 2, pp. 127
Persistent link: https://www.econbiz.de/10008217347