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The role of assets components in firm valuation

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A study on dynamic asset allocation strategy for optimal portfolio selection

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Replicating the CBOE VIX using a synthetic volatility index trading algorithm

Cary, Dayne; Van Vuuren, Gary - In: Cogent economics & finance 7 (2019) 1, pp. 1-21

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Mutual fund suspensions during the COVID-19 market turmoil : asset liquidity, liquidity management tools and spillover effects

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