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Robust Portfolio Rules with a New State Variable

Title
Robust Portfolio Rules with a New State Variable
Authors
장봉규임병화
POSTECH Authors
장봉규
Date Issued
24-Jun-2010
Publisher
BFS
URI
http://oasis.postech.ac.kr/handle/2014.oak/59854
Article Type
Conference
Citation
6th Congress of the Bachelier Finance Society, 2010-06-24
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장봉규JANG, BONG GYU
Dept of Industrial & Management Enginrg
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