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~accessRights:"restricted"
~isPartOf:"Quantitative finance"
~person:"Chevallier, Julien"
~person:"Escobar, Marcos"
~person:"Peersman, Gert"
~person:"Zaremba, Adam"
~subject:"Ambiguity aversion"
~subject:"Commodity markets"
~subject:"Korrelation"
~subject:"Oil price"
~subject:"Rohstoffhandel"
~subject:"Schock"
~subject:"Volatilität"
~subject:"Ölpreis"
~type_genre:"Article in journal"
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Robust portfolios with commodities and stochastic interest rates
Chen, Junhe
;
Davison, Matt
;
Escobar, Marcos
;
Zafari, Golara
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 991-1010
Persistent link: https://www.econbiz.de/10012515629
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