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subject:"Portfolio selection"
subject:"World"
~isPartOf:"Journal of risk management in financial institutions"
~isPartOf:"Quantitative finance"
~person:"Costa, Giorgio"
~type_genre:"Article in journal"
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Risk parity portfolio optimization under a Markov regime-switching framework
Costa, Giorgio
;
Kwon, Roy H.
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 453-471
Persistent link: https://www.econbiz.de/10012194664
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