Subadditive probabilities and portfolio inertia

Mario Henrique Simonsen and Sergio Werlang

No 162, FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) from EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)

Date: 1990
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Journal Article: Subadditive Probabilities and Portfolio Inertia (1991)
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