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Application of the large deviation technique to optimal portfolio choice and asymmetric financial risk estimation

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Identiferoai:union.ndltd.org:bl.uk/oai:ethos.bl.uk:415915
Date January 2004
CreatorsChu, Ba Manh
PublisherBirkbeck (University of London)
Source SetsEthos UK
Detected LanguageEnglish
TypeElectronic Thesis or Dissertation

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