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A class of portfolio selection with a four-factor futures price model 期刊论文
ANNALS OF OPERATIONS RESEARCH, 2008, 卷号: 164, 期号: 1, 页码: 139-165
Authors:  Yan, Wei;  Li, Shurong
Favorite  |  View/Download:60/0  |  Submit date:2018/07/30
Four-factor model  Multi-period semi-variance portfolio  Exchange rate  Futures  Numerical algorithm