On asset allocation for a threshold model with dependent returns

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Publication:2304000

DOI10.1007/s13385-019-00210-4zbMath1433.91148OpenAlexW2956922197MaRDI QIDQ2304000

Ebrahim Amini-Seresht, Xiaohu Li, Yiying Zhang

Publication date: 6 March 2020

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-019-00210-4







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