Timing portfolio strategies with exponential Lévy processes
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Publication:1722752
DOI10.1007/s10287-018-0332-yOpenAlexW2888761543WikidataQ115605837 ScholiaQ115605837MaRDI QIDQ1722752
Alda Ndoci, Sergio Ortobelli Lozza, Enrico Angelelli
Publication date: 18 February 2019
Published in: Computational Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10287-018-0332-y
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