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Dynamic portfolio replication via stochastic programming

Dempster, M.
Thompson, G.
Cambridge Univ. (United Kingdom). Judge Inst. of Management Studies

Publication date

January 2000

Abstract

SIGLEAvailable from British Library Document Supply Centre-DSC:7755.0364(25/2000) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

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