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subject:"Anlageverhalten"
subject:"Portfolio-Management"
~isPartOf:"Quantitative finance"
~person:"Cheng, Yuyang"
~subject:"Welt"
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Anlageverhalten
Portfolio-Management
Welt
4/2 stochastic volatility model
2
Portfolio selection
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Cheng, Yuyang
Escobar, Marcos
5
Stübinger, Johannes
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Birge, John R.
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Costa, Giorgio
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Quantitative finance
IMA journal of management mathematics
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A multivariate 4/2 stochastic covariance model : properties and applications to portfolio decisions
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 497-519
Persistent link: https://www.econbiz.de/10014232681
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2
Optimal investment strategy in the family of 4/2 stochastic volatility models
Cheng, Yuyang
;
Escobar, Marcos
- In:
Quantitative finance
21
(
2021
)
10
,
pp. 1723-1751
Persistent link: https://www.econbiz.de/10012653709
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