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"Dynamic asset allocation for varied financial markets under regime ..."
Geum Il Bae, Woo Chang Kim, John M. Mulvey (2014)
- Geum Il Bae, Woo Chang Kim, John M. Mulvey:
Dynamic asset allocation for varied financial markets under regime switching framework. Eur. J. Oper. Res. 234(2): 450-458 (2014)
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