Mixed-asset portfolio allocation under mean-reverting asset returns
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DOI: 10.1007/s10479-018-2761-y
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- Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent, 2019. "Mixed-asset portfolio allocation under mean-reverting asset returns," Annals of Operations Research, Springer, vol. 281(1), pages 65-98, October.
References listed on IDEAS
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