A collective investment problem in a stochastic volatility environment: the impact of sharing rules
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Publication:2241134
DOI10.1007/s10479-021-03983-8zbMath1475.91325OpenAlexW3135374780MaRDI QIDQ2241134
Publication date: 8 November 2021
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-021-03983-8
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