"The strategic asset allocation optimization model of sovereign wealth ..."

Jing Yu et al. (2010)

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DOI: 10.1016/J.PROCS.2010.04.274

access: closed

type: Conference or Workshop Paper

metadata version: 2023-04-13

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Jing Yu, Bin Xu, Haizhen Yang, Yong Shi:
The strategic asset allocation optimization model of sovereign wealth funds based on maximum CRRA utility & minimum VAR. ICCS 2010: 2433-2440

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