On prudence and temperance. Illustration with monoperiodic portfolio optimization

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Open access

EM Lyon

01/02/2012

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Title: On prudence and temperance. Illustration with monoperiodic portfolio optimization
Creators: Olivier Le Courtois (Author)
Publisher: EM Lyon; Ecully
Format: 12 P.
Number of pages: 12 P.
Identifiers: 9917837509453
Academic Unit: Department of Quantitative Finance & Economics
Language: English
Resource Type: Working paper
Local Fields: 93076