"Large deviations theorems for optimal investment problems with large ..."

Ba Chu, John Knight, Stephen E. Satchell (2011)

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DOI: 10.1016/J.EJOR.2010.12.007

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type: Journal Article

metadata version: 2020-02-21

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Ba Chu, John Knight, Stephen E. Satchell:
Large deviations theorems for optimal investment problems with large portfolios. Eur. J. Oper. Res. 211(3): 533-555 (2011)

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