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Both Sensitive Value Measure and its Applications
Authors:Miyahara  Yoshio
Affiliation:1.Graduate School of Economics, Nagoya City University, 1 Yamanohata, Mizuho-cho, Mizuho-ku, Nagoya, 467-8501, Japan
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Abstract:Asia-Pacific Financial Markets - In this paper we introduce the both sensitive value measure, which is an extended value measure of the risk sensitive value measure. We also introduce...
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