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Portfolio Optimization with Stochastic Volatilities and Constraints: An Application in High Dimension

✍ Scribed by Mohamed Mnif

Publisher: Springer
Year: 2007
Tongue: English
Weight: 266 KB
Volume: 56
Category: Article
ISSN: 0095-4616
DOI: 10.1007/s00245-007-0896-3

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