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Equilibrium with investors using a diversity of deviation measures
Rockafellar, R.Tyrrell; Uryasev, Stan; Zabarankin, M. - In: Journal of banking & finance 31 (2007) 11, pp. 3251-3268
Persistent link: https://www.econbiz.de/10007869927
Cover Image
Equilibrium with investors using a diversity of deviation measures
Rockafellar, R. Tyrrell; Uryasev, Stan; Zabarankin, M. - In: Journal of Banking & Finance 31 (2007) 11, pp. 3251-3268
Persistent link: https://www.econbiz.de/10005213825