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~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~isPartOf:"Quantitative finance"
~person:"Escobar, Marcos"
~person:"Liedtke, Gerrit"
~subject:"CAPM"
~type_genre:"Article in journal"
~type_genre:"Conference paper"
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Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos
;
Kschonnek, M.
;
Zagst, Rudi
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
Saved in:
2
Cryptocurrency factor momentum
Fieberg, Christian
;
Liedtke, Gerrit
;
Metko, Daniel
; …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1853-1869
Persistent link: https://www.econbiz.de/10014452477
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