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"Game-theoretic approach to risk-sensitive benchmarked asset management."

Amogh Deshpande, Saul Jacka (2014)

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DOI: 10.3233/RDA-140108

access: closed

type: Journal Article

metadata version: 2020-09-01

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Amogh Deshpande, Saul Jacka:
Game-theoretic approach to risk-sensitive benchmarked asset management. Risk Decis. Anal. 5(4): 163-176 (2014)

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