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Mathematics and Financial Economics 2020 / 5

Mean-variance efficiency of optimal power and logarithmic utility portfolios

Bodnar, Taras, Ivasiuk, Dmytro, Parolya, Nestor, Schmid, Wolfgang
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Journal:
Mathematics and Financial Economics
DOI:
10.1007/s11579-020-00270-1
Date:
May, 2020
File:
PDF, 808 KB
2020
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