MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2009.00378.x/fullpdf
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4. Thinking Coherently;Artzner;RISK,1997
5. Coherent Measures of Risk;Artzner;Math. Finance,1999
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