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Annals of Operations Research 2020 / 6

Long term optimal investment with regime switching: inflation, information and short sales

Bellalah, Mondher, Hakim, Akeb, Si, Kehan, Zhang, Detao
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Journal:
Annals of Operations Research
DOI:
10.1007/s10479-020-03692-8
Date:
June, 2020
File:
PDF, 541 KB
2020
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