"Gain-loss based convex risk limits in discrete-time trading."

Mustafa Ç. Pinar (2011)

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DOI: 10.1007/S10287-010-0122-7

access: closed

type: Journal Article

metadata version: 2020-05-10

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Mustafa Ç. Pinar:
Gain-loss based convex risk limits in discrete-time trading. Comput. Manag. Sci. 8(3): 299-321 (2011)

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