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~isPartOf:"Stochastic optimization: theory and applications"
~language:"eng"
~person:"Bekaert, Geert"
~person:"Giacometti, Rosella"
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Stochastic optimization: theory and applications
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Joint tails impact in stochastic volatility portfolio selection models
Bonomelli, Marco
;
Giacometti, Rosella
;
Ortobelli Lozza, …
- In:
Stochastic optimization: theory and applications
,
(pp. 833-848)
.
2020
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