"A collective investment problem in a stochastic volatility environment: ..."

An Chen, Thai Nguyen, Manuel Rach (2021)

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DOI: 10.1007/S10479-021-03983-8

access: closed

type: Journal Article

metadata version: 2021-10-14

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An Chen, Thai Nguyen, Manuel Rach:
A collective investment problem in a stochastic volatility environment: The impact of sharing rules. Ann. Oper. Res. 302(1): 85-109 (2021)

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