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~isPartOf:"Applied mathematical finance"
~person:"Zagst, Rudi"
~subject:"Portfolio selection"
~subject:"Risk measure"
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Expected utility theory on general affine GARCH models
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 477-507
Persistent link: https://www.econbiz.de/10013411768
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