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A Markowitz-based alternative model : hedging market shocks under endowment constraints
Martin, Brett
;
Swanson, Adam
- In:
Review of financial economics : RFE
40
(
2022
)
4
,
pp. 335-347
Persistent link: https://www.econbiz.de/10013461473
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Trading networks
Adamic, Lada
;
Brunetti, Celso
;
Harris, Jeffrey H.
; …
- In:
The econometrics journal
20
(
2017
)
3
,
pp. 126-149
Persistent link: https://www.econbiz.de/10011804985
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