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subject:"Theory"
~accessRights:"restricted"
~isPartOf:"Asia-Pacific financial markets"
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Risk-sensitive asset management in a wishart-autoregressive factor model with jumps
Hata, Hiroaki
;
Sekine, Jun
- In:
Asia-Pacific financial markets
24
(
2017
)
3
,
pp. 221-252
Persistent link: https://www.econbiz.de/10011797667
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