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"Markowitz Portfolio Selection for Multivariate Affine and Quadratic ..."
Eduardo Abi Jaber, Enzo Miller, Huyên Pham (2021)
- Eduardo Abi Jaber, Enzo Miller, Huyên Pham:
Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models. SIAM J. Financial Math. 12(1): 369-409 (2021)
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