"Dynamic portfolio management with views at multiple horizons."

A. Meucci, Marco Nicolosi (2016)

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DOI: 10.1016/J.AMC.2015.11.009

access: closed

type: Journal Article

metadata version: 2020-02-21

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A. Meucci, Marco Nicolosi:
Dynamic portfolio management with views at multiple horizons. Appl. Math. Comput. 274: 495-518 (2016)

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