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Publications
A Stochastic Control Approach to Risk Management Under Restricted Information
Home
Publications
A Stochastic Control Approach to Risk Management Under Restricted Information
A Stochastic Control Approach to Risk Management Under Restricted Information
Authors:
WR
Wolfgang J. Runggaldier
Wolfgang J. Runggaldier
AZ
Anna Zaccaria
Anna Zaccaria
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1 April 2000
journal article
Published by
Wiley
in
Mathematical Finance
Vol. 10
(2)
,
277-288
DOI:
10.1111/1467-9965.00094
Abstract
No abstract available
Keywords
RISK MANAGEMENT
SHORTFALL RISK MINIMIZATION
RESTRICTED INFORMATION
TRANSACTIONS COSTS
DYNAMIC PROGRAMMING
Cited
Cited by 16 articles
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