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~isPartOf:"Finance research letters"
~person:"Vanduffel, Steven"
~person:"Zagst, Rudi"
~subject:"Portfolio selection"
~subject:"Risk measure"
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Vanduffel, Steven
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Mean-variance optimization under affine GARCH : a utility-based solution
Escobar, Marcos
;
Spies, Ben
;
Zagst, Rudi
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445236
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