On the optimality of path-dependent structured funds: The cost of standardization
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DOI: 10.1016/j.ejor.2019.02.003
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- Bertrand, Philippe & Prigent, Jean-luc, 2019. "On the optimality of path-dependent structured funds: The cost of standardization," European Journal of Operational Research, Elsevier, vol. 277(1), pages 333-350.
References listed on IDEAS
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