Mathematical finance. 2008;18(2):317-331. doi: 10.1111/j.1467-9965.2007.00335.x Q22.42025

OPTIMAL PORTFOLIOS WITH LOWER PARTIAL MOMENT CONSTRAINTS AND LPM-RISK-OPTIMAL MARTINGALE MEASURES

DOI: 10.1111/j.1467-9965.2007.00335.x

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