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R.A. Maller
Information about the author R.A. Maller will soon be added to the site.
Found
2 papers
in total
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Date Ascending
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New light on the portfolio allocation problem
2002
The basics of the mean-variance portfolio optimisation procedure have been well...
On the rate of growth of the overshoot and the maximum partial sum
1998
Let T r be the first time at which a random walk S n escapes from the strip [– r...
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