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subject:"Portfolio selection"
~isPartOf:"The journal of futures markets"
~person:"Brooks, Chris"
~subject:"Commodity derivative"
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Optimal hedging with higher moments
Brooks, Chris
;
Černý, Alešs
;
Miffre, Joëlle
- In:
The journal of futures markets
32
(
2012
)
10
,
pp. 909-944
Persistent link: https://www.econbiz.de/10009612628
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