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Beyond Cash-additive Risk Measures: When Changing the Numeraire Fails

Beyond Cash-additive Risk Measures: When Changing the Numeraire Fails

AutorW. Farkas, P. Koch-Medina and C.-A. Munari
JournalFinance and Stochastics
Datum1. Jan. 2014
KategorieAcademic Publications
Volumevol. 18, pp 145-173

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