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The power of derivatives in portfolio optimization under affine GARCH models - MaRDI portal

The power of derivatives in portfolio optimization under affine GARCH models

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Publication:6581911

DOI10.1007/S10203-024-00433-5zbMATH Open1544.91283MaRDI QIDQ6581911

Author name not available (Why is that?)

Publication date: 1 August 2024

Published in: (Search for Journal in Brave)




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