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~isPartOf:"Quantitative finance"
~person:"Bianchi, Michele Leonardo"
~person:"Ortobelli, Sergio"
~person:"Scaillet, Olivier"
~subject:"Portfolio-Management"
~subject:"Risikomaß"
~subject:"Statistical distribution"
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Bianchi, Michele Leonardo
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Forward-looking portfolio selection with multivariate non-Gaussian models
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1645-1661
Persistent link: https://www.econbiz.de/10012295628
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