Robust consumption and portfolio choice with derivatives trading
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Publication:2171630
DOI10.1016/j.ejor.2022.04.021OpenAlexW4224270784MaRDI QIDQ2171630
Pengyu Wei, Charles Yang, Yi Zhuang
Publication date: 9 September 2022
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2022.04.021
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