Number of items: 1.
Herdegen, Martin and Khan, Nazem
(2022)
Mean-ρ portfolio selection and ρ-arbitrage for coherent risk measures.
Mathematical Finance, 32
(1).
pp. 226-272.
doi:10.1111/mafi.12333
ISSN 0960-1627.
This list was generated on Thu Mar 28 15:53:33 2024 GMT.