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"Time-Varying Risk Aversion and Dynamic Portfolio Allocation."

Haitao Li, Chongfeng Wu, Chunyang Zhou (2022)

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DOI: 10.1287/OPRE.2020.2095

access: closed

type: Journal Article

metadata version: 2022-02-23

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Haitao Li, Chongfeng Wu, Chunyang Zhou:
Time-Varying Risk Aversion and Dynamic Portfolio Allocation. Oper. Res. 70(1): 23-37 (2022)

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