"Evaluating Portfolio Policies: A Duality Approach."

Martin B. Haugh, Leonid Kogan, Jiang Wang (2006)

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DOI: 10.1287/OPRE.1060.0279

access: closed

type: Journal Article

metadata version: 2022-11-18

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Martin B. Haugh, Leonid Kogan, Jiang Wang:
Evaluating Portfolio Policies: A Duality Approach. Oper. Res. 54(3): 405-418 (2006)

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