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Optimal portfolios under time-varying investment opportunities, parameter uncertainty, and ambiguity aversion
Dangl, Thomas
;
Weissensteiner, Alex
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
4
,
pp. 1163-1198
Persistent link: https://www.econbiz.de/10012244217
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Event-related exchange-rate forecasts combining information from betting quotes and option prices
Hanke, Michael
;
Poulsen, Rolf
;
Weissensteiner, Alex
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
6
,
pp. 2663-2683
Persistent link: https://www.econbiz.de/10012128877
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