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Recursive Portfolio Selection with Decision Trees
Andriyashin, Anton, (2008)
INTERGENERATIONAL RISK SHARING BY MEANS OF PAY-AS-YOU-GO PROGRAMS - AN INVESTIGATION OF ALTERNATIVE MECHANISMS
Thøgersen, Øystein, (2006)
Portfolio Value at Risk Based on Independent Components Analysis
Chen, Ying, (2005)
The portfolio role of high-frequency hedge funds
Abbink, John B., (2012)
Constructing stress tests
Abbink, John B., (2011)