Optimal portfolios with downside risk
- 期刊名称Quantitative Finance
- 作者Klebaner, Fima; Landsman, Zinoviy; Makov, Udi; Yao, Jing
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小559.71KB
- 发表时间2016-07-19
- DOI10.1080/14697688.2016.1197411
- 页码1-11
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