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Optimal capital growth with convex shortfall penalties (2015)

First Author: MacLean L

Attributed to: Systemic Risk Centre funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/14697688.2015.1059469

Publication URI: http://dx.doi.org/10.1080/14697688.2015.1059469

Type: Journal Article/Review

Parent Publication: Quantitative Finance

Issue: 1