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isPartOf:"Journal of economic theory"
subject:"Portfolio selection"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Mathematics and financial economics"
~isPartOf:"Risks : open access journal"
~language:"eng"
~person:"Bernardi, Mauro"
~type:"article"
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Bernardi, Mauro
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Journal of economic theory
Journal of empirical finance
Journal of financial and quantitative analysis : JFQA
Mathematics and financial economics
Risks : open access journal
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Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
2
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
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