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Robert J Elliott
Information about the author Robert J Elliott will soon be added to the site.
Found
2 papers
in total
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An M-ary detection approach for asset allocation
2011
We develop a continuous‐time asset allocation model which incorporates both...
On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
2010
We consider a risk minimization problem in a continuous-time Markovian...
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