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~isPartOf:"Quantitative finance"
~person:"Escobar, Marcos"
~person:"Karni, Edi"
~subject:"Erwartungsnutzen"
~subject:"Prinzipal-Agent-Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Prinzipal-Agent-Theorie
4/2 stochastic volatility model
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Escobar, Marcos
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Quantitative finance
Journal of mathematical economics
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A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
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