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accessRights:"restricted"
subject:"Risk"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Bodnar, Taras"
~person:"Cong, F."
~source:"econis"
~subject:"Portfolio selection"
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International journal of theoretical and applied finance
Journal of economic dynamics & control
2
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ECONIS (ZBW)
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Bayesian inference for the tangent portfolio
Bauder, David
;
Bodnar, Taras
;
Mazur, Stepan
;
Okhrin, Yarema
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011970903
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2
On robust multi-period pre-commitment and time-consistent mean-variance portfolio optimization
Cong, F.
;
Oosterlee, Cornelis Willebrordus
- In:
International journal of theoretical and applied finance
20
(
2017
)
7
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011763920
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