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Combining equilibrium, resampling, and analysts' views in portfolio optimization
Fernandes, José Luis Barros, (2011)
Combining equilibrium, resampling, and analyst's views in portfolio optimization
Fernandes, José Luiz Barros, (2012)
Assessing the forecast ability of risk-neutral densities and real-world densities from emerging markets currencies
Ornelas, José Renato Haas, (2014)