Constrained dynamic futures portfolios with stochastic basis (Q2701100)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained dynamic futures portfolios with stochastic basis |
scientific article |
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Constrained dynamic futures portfolios with stochastic basis (English)
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27 April 2023
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futures portfolio
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futures basis
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portfolio constraints
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utility maximization
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