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Implementing discrete-time dynamic investment strategies with downside risk : a comparison of returns and investment policies

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Portfolio selection and the analysis of risk and time diversification

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Financial panic, rational expectations (equilibrium) and chaotic dynamics : power and limits of financial market stabilization under stocastic money interest rate and the role of i...

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Estimation risk and portfolio selection in the lower partial moment

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Implementering discrete-time dynamic investment strategies with downside risk : a comparison of returns and investment policies

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Time diversification and estimation risk : a bootstrap approach

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