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~isPartOf:"International journal of financial engineering"
~person:"Leung, Tim"
~person:"Rudolph, Bernd"
~subject:"Derivative"
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International journal of financial engineering
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Optimal dynamic futures portfolio in a regime-switching market framework
Leung, Tim
;
Zhou, Yang
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-27
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