BENCHMARKED RISK MINIMIZATION

Du, K Platen, E

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Field	Value	Language
dc.contributor.author	Du, K	en_US
dc.contributor.author	Platen, E https://orcid.org/0000-0003-4595-3123	en_US
dc.date.available	2020-05-25T19:17:01Z
dc.date.issued	2016-07-01	en_US
dc.identifier.citation	MATHEMATICAL FINANCE, 2016, 26 (3), pp. 617 - 637 (21)	en_US
dc.identifier.issn	0960-1627	en_US
dc.identifier.uri	http://hdl.handle.net/10453/36413
dc.language	English	en_US
dc.publisher	WILEY	en_US
dc.relation	http://purl.org/au-research/grants/arc/DP130104074
dc.relation.ispartof	MATHEMATICAL FINANCE	en_US
dc.relation.isbasedon	10.1111/mafi.12065	en_US
dc.subject.classification	Finance	en_US
dc.title	BENCHMARKED RISK MINIMIZATION	en_US
dc.type	Journal Article
utslib.citation.volume	3	en_US
utslib.citation.volume	26	en_US
utslib.for	0102 Applied Mathematics	en_US
utslib.for	1502 Banking, Finance and Investment	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
pubs.organisational-group	/University of Technology Sydney/Faculty of Science/School of Mathematical and Physical Sciences
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
utslib.copyright.status	open_access
pubs.issue	3	en_US
pubs.publication-status	Published	en_US
pubs.volume	26	en_US

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