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Time Inconsistency in Managing a Commodity Portfolio: A Dynamic Risk Measure Approach

Helyette Geman and Steve Ohana
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Helyette Geman: Department of Economics, Mathematics & Statistics, Birkbeck
Steve Ohana: Department of Economics, Mathematics & Statistics, Birkbeck

No 610, Birkbeck Working Papers in Economics and Finance from Birkbeck, Department of Economics, Mathematics & Statistics

Date: 2006-10
New Economics Papers: this item is included in nep-cse, nep-fin, nep-fmk and nep-rmg
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https://eprints.bbk.ac.uk/id/eprint/26933 First version, 2006 (application/pdf)

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