Number of items: 1.
2022
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
This list was generated on Wed May 25 14:10:22 2022 BST.
