TY  - JOUR
AU  - Balbás De La Corte, Alejandro
AU  - Balbás Aparicio, Beatriz
AU  - Balbás Aparicio, Raquel
PY  - 2024
DO  - 10.1080/1350486X.2024.2320339
SN  - 1350-486X
UR  - https://hdl.handle.net/20.500.14352/129283
T2  - Applied Mathematical Finance
AB  - This paper deals with coherent risk measures and golden strategies, that is, financial portfolios (or financial strategies) with a negative risk and a non positive price. Golden strategies are important because they enable us to outperform every...
LA  - eng
M2  - 231
PB  - Taylor & Francis
KW  - Coherent Risk
KW  - Market Depth and Frictions
KW  - Golden Strategy
KW  - Computational Tractability
TI  - Buy and hold golden strategies in financial markets with frictions and depth constraints
TY  - journal article
VL  - 30
ER  -