Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes
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Volume (Year): 13 (2003)
Issue (Month): 1 ()
Pages: 55-72
| Handle: | RePEc:bla:mathfi:v:13:y:2003:i:1:p:55-72 |
| Contact details of provider: | Web page: http://www.blackwellpublishing.com/journal.asp?ref=0960-1627
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