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~accessRights:"restricted"
~isPartOf:"International review of financial analysis"
~person:"Lin, Jia-Juan"
~subject:"Estimation"
~subject:"Portfolio selection"
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Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?
Zhang, Yue-jun
;
Lin, Jia-Juan
- In:
International review of financial analysis
66
(
2019
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012209039
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