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Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
Janabi, Mazin A.M. Al, Hernandez, Jose Arreola, Berger, Theo, Nguyen, Duc KhuongLanguage:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2016.11.019
Date:
November, 2016
File:
PDF, 1.80 MB
english, 2016