Optimal portfolio problem with unknown dependency structure
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Publication:2507949
DOI10.1016/j.insmatheco.2005.08.006zbMath1133.91410MaRDI QIDQ2507949
Publication date: 5 October 2006
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.08.006
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