"Signature-based portfolio allocation: a network approach."

Marco Gregnanin et al. (2024)

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DOI: 10.1007/S41109-024-00651-1

access: open

type: Journal Article

metadata version: 2024-09-17

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Marco Gregnanin, Yanyi Zhang, Johannes De Smedt, Giorgio Gnecco, Maurizio Parton:
Signature-based portfolio allocation: a network approach. Appl. Netw. Sci. 9(1): 54 (2024)

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